WORKING MS2012_DRAFT.xls: marketstats-2011.pdf - CBOE

CBOE 2011 MARKET STATISTICS

Table of Contents CBOE HOLDINGS TRADING ACTIVITY - 2011

CBOE EXCHANGE TRADED FUNDS OPTIONS – 2011

Total CBOE Options Trading Summary ..................................................................3 Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade and Transactions................................................4 Total CBOE Options Contract Volume - All Options .................................................4

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Exchange Traded Funds-2011............................................................................85-87 Most Active Exchange Traded Funds...................................................................88 Total CBOE Exchange Traded Funds Options ......................................................89-90 Total CBOE Exchange Traded Funds FLEX ………… ................................ ……91-92 QQQ (PowerShares QQQ) ...................................................................................93-94 DIA (DIAMONDS®)..............................................................................................95-96 SPY (S&P Depository Receipts) ...........................................................................97-98 IWM (iShares Russell 2000® Index Fund) ............................................................99-100 Other CBOE Exchange Traded Funds Option Products .......................................101-102 Other CBOE Exchange Traded Funds Options Contract Volume Detail .................103-110

CBOE EQUITY OPTIONS - 2011

CBOE INTEREST RATE OPTIONS - 2011

Equity Options Contract Volume ............................................................................5 Equity Options Open Interest and Dollar Volume.....................................................5 Equity Options Average Premium Per Contract, Average Contracts Per Trade and Transactions................................................6 Equity FLEX® Options Contract Volume, Open Interest and Dollar Volume .........................................................................................7 Equity FLEX® Options Average Premium Per Contract, Average Contracts Per Trade and Transactions................................................7 CBOE Equity Options Volume ...............................................................................8-52 CBOE Top 100 Equity Options Ranked By Volume ................................................53-54

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Total Interest Rate Options ..............................................................................111-112 TNX Options ...................................................................................................113-114

(Includes CBOE and C2) Total Options Trading Summary ...........................................................................1 Total Options Average Premium Per Contract, Average Contracts Per Trade and Transactions................................................2 Total Options Contract Volume - All Options...........................................................2

CBOE TRADING ACTIVITY - 2011

CBOE CASH INDEX OPTIONS - 2011 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Cash Index Options Launch Dates ......................................................................55 Most Active Cash Indexes-2011.........................................................................56-57 Total Cash Index Options ...................................................................................58-59 Total Cash Index FLEX (NDX, RUT, SPX, VIX) ........................................................60-61 Total CBOE Volume for FLEX, QUARTERLY, WEEKLY and BINARY Cash Index Options ............................................................................61 SPX® (S&P 500®) ..............................................................................................62-63 XSP® (Mini-S&P 500® Index) ..............................................................................64-65 OEX® (S&P 100®) ..............................................................................................66-67 XEO® (S&P 100® European Style) .......................................................................68-69 DJX (Dow Jones Industrial AverageSM) ................................................................70-71 NDX (Nasdaq-100 Index®) .................................................................................72-73 MNX (Mini Nasdaq-100 Index®) .........................................................................74-75 RUT (Russell 2000® Index) ................................................................................76-77 VIX® (CBOE Volatility Index®)...............................................................................78-79 Other Cash Index Option Products ......................................................................80-81 Other Cash Index Options Contract Volume Detail ................................................82

CBOE BINARY OPTIONS – 2011 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) BSZ CBOE Binary Options (SPX) ..........................................................................83 BVZ CBOE Binary Options (VIX) ...........................................................................84

CBOE CREDIT OPTIONS – 2011 Total Single-Name CEBOs Contract Volume, Dollar Volume and Transactions ......115

C2 TRADING ACTIVITY - 2011 Total C2 Options Trading Summary ..................................................................116 Total C2 Options Average Premium Per Contract, Average Contracts Per Trade and Transactions ...........................................117 Total C2 Options Contract Volume - All Options .................................................117

C2 EQUITY OPTIONS - 2011 Equity Options Contract Volume........................................................................118 Equity Options Open Interest and Dollar Volume.................................................118 Equity Options Average Premium Per Contract, Average Contracts Per Trade and Transactions ...........................................119 C2 Equity Options Volume ...............................................................................120-124 C2 Top 100 Equity Options Ranked By Volume ..................................................125-126

C2 CASH INDEX OPTIONS – 2011 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Cash Index Options Launch Dates ....................................................................127 Total Cash Index Options..................................................................................128 SPXpm (S&P 500®) .........................................................................................128

C2 EXCHANGE TRADED FUNDS OPTIONS – 2011 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) C2 Exchange Traded Funds-2011 ....................................................................129-130 Total C2 Volume for QUARTERLY, WEEKLY Options............................................130 QQQ (PowerShares QQQ) .................................................................................131-132 DIA (DIAMONDS®)............................................................................................133-134 SPY (S&P Depository Receipts) .........................................................................135-136 IWM (iShares Russell 2000® Index Fund) ..........................................................137-138 Other C2 Exchange Traded Funds Option Products ...........................................139-140 Other C2 Exchange Traded Funds Options Contract Volume Detail......................141-143

CBOE HOLDINGS, INC. TRADING ACTIVITY AND MARKET SHARE – 2011 Total Options Contract Volume by Exchange ......................................................144 Total Equity Options Contract Volume by Exchange ............................................144 Total Exchange Traded Funds Contract Volume by Exchange ..............................145 Total Cash Index Options Contract Volume by Exchange .....................................145 Total Other CBOE Contract Volume (CEBOs and Interest Rate) ...........................145

HISTORICAL TRADING ACTIVITY Total CBOE Options..........................................................................................146-149 Total C2 Options ..............................................................................................150 Total Options Contract Volume by Exchange ......................................................151 Total CBOE Equity Options................................................................................152-154 Total C2 Equity Options ....................................................................................155 Total Equity Options Contract Volume by Exchange ............................................156 Total CBOE Equity LEAPS Contract Volume ........................................................157 Total CBOE Cash Index Options.........................................................................158-165 Total C2 Cash Index Options.............................................................................166 Total Cash Index Options Contract Volume by Exchange .....................................167 Total CBOE Exchange Traded Funds Options .....................................................168-169 Total C2 Exchange Traded Funds Options..........................................................170 Total Exchange Traded Funds by Exchange .......................................................171 Total CBOE Interest Rate Options ......................................................................172-173 Total CBOE Credit Options ................................................................................174

CBOE FUTURES EXCHANGE ACTIVITY (CFE) – 2011 (Includes Futures and Option Futures) Total CFE Trading Summary .............................................................................175 Total CFE Futures and Option Futures Average Contracts Per Trade and Transactions ........................................................................175 Total CFE Futures and Option Futures Contract Volume ......................................176

CFE FUTURES TRADING ACTIVITY – 2011 Futures Contract Volume Total CFE Futures Average Contracts Per Trade and Transactions .......................177 VIX (CBOE Volatility Index Futures).....................................................................178 VM (CBOE Mini-VIX Futures) .............................................................................179 VTI (CBOE S&P 500 Three-Month Variance Futures)...........................................180 GVZ (CBOE Gold ETF Volatility Index Futures) .....................................................181

CFE OPTIONS ON FUTURES TRADING ACTIVITY – 2011 VOW (CBOE Volatility Index Options on Futures) Contract Volume........................182 VOW (CBOE Volatility Index Options on Futures) Average Contracts ....................182 Per Trade and Transactions

CBOE HOLDINGS, INC. TRADING ACTIVITY - 2011 (Includes CBOE and C2 combined) Total CBOE HOLDINGS Options Trading Summary Call No. of Contracts Average Daily Volume Dollar Volume Open Interest Transactions

Month

Trading Days

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

20 19 23 20 21 22 20 23 21 21 21 21 252

CBOE HOLDINGS, INC.

602,232,777 2,389,813 $335,111,444,133 153,775,363 33,909,312

Call 58,862,927 51,373,353 58,363,293 47,273,572 45,744,472 48,097,535 46,501,362 68,399,577 48,577,711 49,934,824 41,923,694 37,180,457 602,232,777

Put 602,649,236 2,391,465 $371,254,438,941 133,363,797 24,404,641

Contract Volume Put 46,925,051 43,704,389 53,180,755 42,405,946 42,328,280 51,256,823 44,877,388 82,782,687 55,669,456 55,226,030 46,987,494 37,304,937 602,649,236

Total 1,204,882,013 4,781,278 $706,365,883,074 287,139,160 58,313,953

Total 105,787,978 95,077,742 111,544,048 89,679,518 88,072,752 99,354,358 91,378,750 151,182,264 104,247,167 105,160,854 88,911,188 74,485,394 1,204,882,013

Average Daily Total 5,289,399 5,004,092 4,849,741 4,483,976 4,193,941 4,516,107 4,568,938 6,573,142 4,964,151 5,007,660 4,233,866 3,546,924 4,781,278

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Call 126,453,827 141,834,422 151,561,860 154,740,954 154,914,306 156,489,097 160,726,446 174,213,048 168,689,424 166,180,596 166,077,645 153,775,363 --

Open Interest Put 113,205,495 126,323,381 134,756,299 137,821,055 142,274,978 143,550,094 147,526,418 163,621,213 157,428,374 149,603,706 152,028,936 133,363,797 --

Total 239,659,322 268,157,803 286,318,159 292,562,009 297,189,284 300,039,191 308,252,864 337,834,261 326,117,798 315,784,302 318,106,581 287,139,160 --

Total Dollar Volume $46,375,754,831 $41,056,860,721 $57,770,314,117 $42,052,432,705 $34,628,855,803 $60,080,385,647 $44,535,159,233 $116,667,384,265 $83,132,513,494 $72,875,516,248 $60,365,871,379 $46,824,834,631 $706,365,883,074

2011 MARKET STATISTICS

Total CBOE HOLDINGS Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call $465 $476 $509 $493 $352 $625 $488 $593 $757 $664 $660 $623 $556

Average Premium Per Contract Put Total $405 $438 $380 $432 $527 $518 $442 $469 $437 $393 $586 $605 $487 $487 $919 $772 $833 $797 $719 $693 $696 $679 $634 $629 $616 $586

Call 17 16 18 16 18 20 19 20 18 17 17 17 18

Average Contracts Per Trade Put Total 22 19 23 19 24 20 23 19 22 20 26 22 26 22 29 24 26 22 26 21 24 20 23 20 25 21

Call 3,528,740 3,129,486 3,302,871 2,883,224 2,607,523 2,457,026 2,492,622 3,386,545 2,644,834 2,866,855 2,470,683 2,138,903 33,909,312

Transactions Put 2,129,403 1,907,224 2,242,222 1,834,430 1,885,206 1,993,119 1,752,321 2,884,560 2,109,610 2,122,918 1,946,158 1,597,470 24,404,641

Total 5,658,143 5,036,710 5,545,093 4,717,654 4,492,729 4,450,145 4,244,943 6,271,105 4,754,444 4,989,773 4,416,841 3,736,373 58,313,953

Total CBOE HOLDINGS Options Contract Volume - All Options


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

CBOE HOLDINGS, INC.

Total Volume 105,787,978 95,077,742 111,544,048 89,679,518 88,072,752 99,354,358 91,378,750 151,182,264 104,247,167 105,160,854 88,911,188 74,485,394 1,204,882,013

Equity Volume 59,709,134 50,648,241 51,095,898 43,606,520 39,783,640 38,571,838 37,884,538 51,606,560 36,441,008 40,791,746 35,087,393 30,911,156 516,137,672

Cash Index Volume 22,484,103 21,003,954 29,197,334 19,979,877 21,595,396 28,631,968 25,938,390 45,848,161 29,985,432 29,399,055 25,749,820 20,579,901 320,393,391

ETF Volume 23,594,740 23,425,539 31,250,816 26,093,121 26,693,709 32,150,542 27,555,769 53,727,533 37,820,687 34,970,053 28,073,973 22,994,337 368,350,819

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Interest Rate Volume

1 8

CEBOs Volume

7 10 53 10 40 2 9

122


CBOE TRADING ACTIVITY - 2011 Total CBOE Options Trading Summary Call No. of Contracts Average Daily Volume Dollar Volume Open Interest Transactions

Month

Trading Days


20 19 23 20 21 22 20 23 21 21 21 21 252

CBOE HOLDINGS, INC.

577,092,395 2,290,049 $331,057,740,628 153,763,441 32,213,431

Call 57,230,047 49,936,806 56,326,564 45,550,834 43,895,095 46,003,318 44,604,949 65,098,274 46,270,401 47,181,231 39,743,714 35,251,162 577,092,395

Put 574,971,002 2,281,631 $367,348,411,875 133,334,146 22,972,711


Total 1,152,063,397 4,571,680 $698,406,152,503 287,097,587 55,186,142

Total 102,667,811 92,251,088 107,417,338 86,187,788 84,157,329 94,714,649 86,976,442 144,033,629 99,446,662 99,532,722 84,075,142 70,602,797 1,152,063,397

Average Daily Total 5,133,391 4,855,320 4,670,319 4,309,389 4,007,492 4,305,211 4,348,822 6,262,332 4,735,555 4,739,653 4,003,578 3,362,038 4,571,680

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Call 126,453,827 141,834,422 151,561,860 154,740,954 154,914,306 156,489,097 160,726,446 174,213,048 168,689,424 166,167,259 166,061,241 153,763,441 --


Total 239,659,322 268,157,803 286,318,159 292,562,009 297,189,284 300,039,191 308,252,864 337,834,261 326,117,798 315,740,838 318,064,902 287,097,587 --

Total Dollar Volume $45,934,682,521 $40,720,460,988 $57,297,820,499 $41,677,155,978 $34,190,639,535 $59,539,646,748 $43,973,737,012 $115,404,695,120 $82,221,571,182 $71,694,212,900 $59,492,148,519 $46,259,381,501 $698,406,152,503


Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call $474 $486 $523 $508 $363 $648 $502 $615 $785 $689 $685 $649 $574


Call 17 17 18 16 18 20 19 20 19 18 17 18 18


Call 3,373,836 3,015,446 3,162,547 2,773,027 2,490,988 2,342,761 2,389,699 3,196,202 2,497,184 2,668,657 2,315,446 1,987,638 32,213,431

Transactions Put 2,011,781 1,822,971 2,131,932 1,749,790 1,785,700 1,889,880 1,665,593 2,699,906 1,976,780 1,956,647 1,809,966 1,471,765 22,972,711

Total 5,385,617 4,838,417 5,294,479 4,522,817 4,276,688 4,232,641 4,055,292 5,896,108 4,473,964 4,625,304 4,125,412 3,459,403 55,186,142

Total CBOE Options Contract Volume - All Options


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

CBOE HOLDINGS, INC.

Total Volume 102,667,811 92,251,088 107,417,338 86,187,788 84,157,329 94,714,649 86,976,442 144,033,629 99,446,662 99,532,722 84,075,142 70,602,797 1,152,063,397

Equity Volume 57,979,927 49,216,720 49,369,929 42,103,823 38,441,170 37,338,073 36,673,066 49,393,932 35,019,922 38,681,392 33,482,807 29,205,022 496,905,783

Cash Index Volume 22,484,103 21,003,954 29,197,334 19,979,877 21,595,396 28,631,968 25,938,390 45,848,161 29,985,432 29,298,773 25,639,275 20,474,442 320,077,105

ETF Volume 22,203,780 22,030,406 28,850,075 24,104,088 24,120,756 28,744,598 24,364,933 48,791,526 34,441,268 31,552,557 24,953,058 20,923,333 335,080,378

Page 4


1 8

CEBOs Volume

7 10 53 10 40 2 9

122


CBOE EQUITY OPTIONS - 2011 CBOE Equity Options Contract Volume During 2011, 497 million equity contracts were traded on the CBOE, representing options on 49.7 billion shares of underlying stock. Contract Volume Trading Month Days Call Put Total Jan 20 38,435,638 19,544,289 57,979,927 Feb 19 31,586,289 17,630,431 49,216,720 Mar 23 30,739,455 18,630,474 49,369,929 Apr 20 26,555,387 15,548,436 42,103,823 May 21 23,489,365 14,951,805 38,441,170 Jun 22 21,417,114 15,920,959 37,338,073 Jul 20 22,432,871 14,240,195 36,673,066 Aug 23 27,523,194 21,870,738 49,393,932 Sep 21 20,419,011 14,600,911 35,019,922 Oct 21 23,295,351 15,386,041 38,681,392 Nov 21 19,455,409 14,027,398 33,482,807 Dec 21 17,240,794 11,964,228 29,205,022 Total 252 302,589,878 194,315,905 496,905,783

Average Daily Volume 2,898,996 2,590,354 2,146,519 2,105,191 1,830,532 1,697,185 1,833,653 2,147,562 1,667,615 1,841,971 1,594,419 1,390,715 1,971,848

CBOE Equity Options Open Interest and Dollar Volume Open interest represents the number of outstanding options contracts at any point in time. It is the total number of options which have been purchased but not liquidated in the secondary market, exercised or expired. At year-end 2011, open interest in equity options on CBOE was 198,126,396 contracts. Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Call 95,178,199 105,831,950 113,870,713 115,896,315 114,056,184 115,053,939 118,675,114 122,730,304 120,091,080 119,440,384 119,296,363 114,997,656 --

CBOE HOLDINGS, INC.


Total 161,205,184 179,646,294 194,420,762 198,129,194 197,496,929 199,974,021 205,605,323 214,093,434 210,328,878 206,550,171 207,487,904 198,126,396 --

Call $8,346,534,687 $6,436,153,135 $5,678,300,615 $5,083,214,870 $3,985,189,186 $3,598,821,256 $5,576,955,781 $5,581,326,849 $4,788,583,708 $5,676,413,357 $4,187,615,297 $3,189,815,893 $62,128,924,634

Dollar Volume Put $3,240,290,953 $2,845,991,517 $3,374,581,088 $2,789,115,297 $2,801,416,040 $3,447,063,354 $2,798,305,468 $5,834,262,267 $3,888,025,120 $3,715,669,377 $3,172,511,957 $2,616,118,780 $40,523,351,218

Page 5

Total $11,586,825,640 $9,282,144,652 $9,052,881,703 $7,872,330,167 $6,786,605,226 $7,045,884,610 $8,375,261,249 $11,415,589,116 $8,676,608,828 $9,392,082,734 $7,360,127,254 $5,805,934,673 $102,652,275,852


CBOE Equity Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


Average Premium Per Contract Call Put Total $217 $166 $200 $204 $161 $189 $185 $181 $183 $191 $179 $187 $170 $187 $177 $168 $217 $189 $249 $197 $228 $203 $267 $231 $235 $266 $248 $244 $241 $243 $215 $226 $220 $185 $219 $199 $205 $209 $207

CBOE HOLDINGS, INC.

Call 14 13 13 13 13 13 13 13 12 12 12 12 13

Average Contracts Per Trade Put 13 14 13 13 13 14 13 14 13 13 13 13 13

Page 6

Total 13 13 13 13 13 13 13 13 12 12 12 13 13

Call 2,818,401 2,429,408 2,385,056 2,091,559 1,799,803 1,634,163 1,750,163 2,125,739 1,696,640 1,930,558 1,645,164 1,406,209 23,712,863

Transactions Put 1,477,066 1,296,690 1,401,503 1,179,399 1,129,157 1,146,452 1,066,425 1,580,872 1,136,169 1,220,095 1,121,776 923,211 14,678,815

Total 4,295,467 3,726,098 3,786,559 3,270,958 2,928,960 2,780,615 2,816,588 3,706,611 2,832,809 3,150,653 2,766,940 2,329,420 38,391,678


CBOE Equity FLEX (Flexible EXchange) Options Contract Volume, Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Average Daily Contract Volume Call Put Total Volume 217,950 30,614 248,564 12,428 149,752 34,850 184,602 9,716 166,975 6,450 173,425 7,540 63,125 12,457 75,582 3,779 52,739 19,250 71,989 3,428 115,264 74,948 190,212 8,646 184,524 91,945 276,469 13,823 74,285 41,075 115,360 5,016 34,577 17,103 51,680 2,461 48,816 26,731 75,547 3,597 34,620 25,850 60,470 2,880 89,530 75,926 165,456 7,879 1,232,157 457,199 1,689,356 6,704

Call 1,217,091 1,223,775 1,399,378 1,394,414 1,516,345 1,561,723 1,533,285 1,593,656 1,533,177 1,562,095 1,529,014 1,402,017 --

Open Interest Put 614,420 613,913 533,066 521,900 534,853 557,016 570,629 632,716 680,588 689,739 716,311 666,091 --

Total 1,831,511 1,837,688 1,932,444 1,916,314 2,051,198 2,118,739 2,103,914 2,226,372 2,213,765 2,251,834 2,245,325 2,068,108 --

Dollar Volume Total $23,344,933 $74,753,520 $18,542,230 $11,207,442 $13,147,288 $65,890,342 $106,509,011 $57,736,962 $12,894,205 $20,333,124 $28,873,203 $53,777,954 $487,010,214

CBOE Equity FLEX Average Premium Per Contract, Average Contracts Per Trade and Transactions


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

CBOE HOLDINGS, INC.


Average Contracts Per Trade Call Put Total 2,595 1,134 2,239 1,454 871 1,291 1,653 496 1,521 619 542 605 837 1,375 935 1,830 3,747 2,292 1,922 2,090 1,975 977 1,284 1,068 540 855 615 634 786 681 936 994 960 1,827 2,712 2,149 1,347 1,424 1,367

Page 7

Call 84 103 101 102 63 63 96 76 64 77 37 49 915

Transactions Put

27 40 13 23 14 20 44 32 20 34 26 28 321

Total 111 143 114 125 77 83 140 108 84 111 63 77 1,236


CBOE Equity Options Volume (Includes LEAPS)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64

Standard Symbol VNET DDD MMM JOBS SVN EGHT NDN SHLM AONE AIR AAN ASTM ABAX ABB ABT ANF ABMD ABH ABVT AXAS ACTG ACAD AKR ACN AH ARAY ACW ACE ACGY ACET APKT ACOR ACFN ACTV ATVI ATU BIRT AYI ACUR ACXM AGRO ADBE ADTN AEA AAP ASX ABAT AEIS AMD AAV ANX ABCO ACM ANW AEGN AEG AER ARO AVAV AES AET AMG AFFY AFFX

Contract Volume Total Call 14,075 5,583 22,316 12,709 529,421 302,560 4,957 3,065 2,050 1,741 2,850 2,622 35,390 21,306 4,598 2,792 144,843 94,728 7,748 5,240 2,832 2,199 22,406 20,046 4,113 1,844 44,719 29,295 1,032,527 615,457 516,264 273,309 7,791 4,399 25,325 14,170 6,938 5,525 32,405 22,263 27,069 19,840 10,500 8,326 552 257 198,103 128,933 94,017 33,384 7,570 5,392 17,370 12,257 35,759 20,707 27 27 3,489 2,118 414,280 204,312 48,273 23,358 65 22 2,132 1,154 246,038 157,425 5,026 2,183 1,888 1,793 28,974 23,144 15,683 10,620 3,890 2,240 4,119 3,064 437,997 279,102 144,763 97,307 5,463 4,191 54,807 29,432 110 98 73,664 29,574 11,121 8,074 888,394 609,681 20,428 13,921 15,527 13,098 264 84 11,990 8,046 32,589 24,500 8,501 4,155 3,179 2,720 2,717 2,209 237,776 167,871 14,397 10,175 53,092 37,493 311,998 172,695 15,804 7,298 78,771 53,353 26,713 22,090

Stock 21Vianet Group, Inc. 3D Systems Corporation 3M Company 51 Job, Inc. 7 Days Group Holdings Ltd. 8X8, Inc. 99 Cents Only Stores A. Schulman, Inc. A123 Systems, Inc. AAR CORP. Aaron Rents, Inc. Aastrom Biosciences, Inc. Abaxis, Inc. ABB Ltd. Abbott Laboratories Abercrombie & Fitch Company ABIOMED, Inc. AbitibiBowater, Inc. AboveNet, Inc. Abraxas Petroleum Corporation Acacia Research - Acacia Technologies Acadia Pharmaceuticals, Inc. Acadia Realty Trust Accenture plc Accretive Health, Inc. Accuray, Inc. Accuride Corporation ACE, Ltd. Acergy S.A. Aceto Corporation Acme Packet, Inc. Acorda Therapeutics, Inc. Acorn Energy, Inc. Active Network, Inc. Activision Blizzard, Inc. Actuant Corporation Actuate Corporation (New) Acuity Brands, Inc. Acura Pharmaceuticals, Inc. Acxiom Corporation Adecoagro S.A. Adobe Systems, Inc. ADTRAN, Inc. Advance America Cash Advance Centers, Inc. Advance Auto Parts, Inc. Advance Semiconductor Engineering, Inc. Advanced Battery Technologies, Inc. Advanced Energy Industries Advanced Micro Devices, Inc. Advantage Energy Income Fund ADVENTRX Pharmaceuticals, Inc. Advisory Board Co. Aecom Technology Corporation Aegean Marine Petroleum Network, Inc. Aegion Corp, Aegon NV ADR AerCap Holdings NV Aeropostale, Inc. Aerovironment, Inc. AES Corporation Aetna, Inc. Affiliated Managers Group, Inc. Affymax, Inc. Affymetrix, Inc.

CBOE HOLDINGS, INC.

Page 8

Put 8,492 9,607 226,861 1,892 309 228 14,084 1,806 50,115 2,508 633 2,360 2,269 15,424 417,070 242,955 3,392 11,155 1,413 10,142 7,229 2,174 295 69,170 60,633 2,178 5,113 15,052 0 1,371 209,968 24,915 43 978 88,613 2,843 95 5,830 5,063 1,650 1,055 158,895 47,456 1,272 25,375 12 44,090 3,047 278,713 6,507 2,429 180 3,944 8,089 4,346 459 508 69,905 4,222 15,599 139,303 8,506 25,418 4,623

Average Daily Volume Total Call Put 84 33 51 139 79 60 2,101 1,201 900 20 12 8 8 7 1 27 25 2 140 85 56 18 11 7 575 376 199 31 21 10 11 9 3 89 80 9 16 7 9 177 116 61 4,097 2,442 1,655 2,049 1,085 964 31 17 13 100 56 44 28 22 6 129 88 40 107 79 29 42 33 9 2 1 1 786 512 274 459 163 296 30 21 9 69 49 20 142 82 60 0 0 0 14 8 5 1,644 811 833 192 93 99 1 0 1 15 8 7 976 625 352 20 9 11 7 7 0 115 92 23 62 42 20 15 9 7 19 14 5 1,738 1,108 631 574 386 188 22 17 5 217 117 101 0 0 0 292 117 175 44 32 12 3,525 2,419 1,106 81 55 26 62 52 10 3 1 2 48 32 16 129 97 32 34 16 17 13 11 2 11 9 2 944 666 277 57 40 17 211 149 62 1,238 685 553 63 29 34 313 212 101 106 88 18



65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128

Standard Symbol AFL AG FEED A GAS AEM ADC AGU AL AIRM APD AYR ARG AMCN AAI AIXG AKS AKAM AKRX ALK ALSK AIN ALB ACV ALU AA ACL IMA ALEX ARE AXU ALXN ALXA ALGN ALKS AYE ATI ALGT AGN ADS AIQ ARLP AB ATK AIB ANV AWH ALY ALTH ALLT MDRX ALL AFAM ALNY ALJ ANR APT ATEC ALTR ASPS AIMC MO AWC ACH

Contract Volume Total Call Put 352,807 157,496 195,311 142,157 92,452 49,705 27,585 19,518 8,067 208,777 129,239 79,538 1,973 1,479 494 546,466 399,267 147,199 5,596 1,906 3,690 269,363 173,460 95,903 1,498 525 973 4,331 1,913 2,418 42,301 26,988 15,313 7,749 5,429 2,320 218,914 133,115 85,799 1,566 1,382 184 3,216 1,896 1,320 44,955 19,034 25,921 769,708 549,560 220,148 801,735 541,123 260,612 6,988 5,367 1,621 19,837 11,241 8,596 38,902 31,074 7,828 5,281 4,341 940 9,918 6,126 3,792 2,122 1,012 1,110 840,072 679,675 160,397 3,852,010 2,295,548 1,556,462 67,918 34,298 33,620 56,895 29,032 27,863 7,171 4,705 2,466 4,992 2,515 2,477 40,780 29,789 10,991 54,923 29,871 25,052 54,398 44,947 9,451 33,642 16,132 17,510 20,279 13,121 7,158 1,079 829 250 177,423 95,720 81,703 9,685 2,376 7,309 77,829 45,724 32,105 43,493 18,385 25,108 248 137 111 31,338 14,661 16,677 19,250 10,609 8,641 6,555 3,690 2,865 63,750 44,488 19,262 58,229 27,827 30,402 4,008 3,054 954 28,616 6,780 21,836 14,547 9,619 4,928 9,944 5,522 4,422 54,148 26,167 27,981 1,047,679 925,605 122,074 6,659 3,558 3,101 3,904 2,807 1,097 40,561 21,621 18,940 1,023,010 602,457 420,553 392 392 0 199 138 61 455,898 188,593 267,305 2,035 1,667 368 5,863 4,333 1,530 885,437 505,847 379,590 878 389 489 31,831 16,950 14,881

Stock AFLAC, Incorporated AGCO Corporation AgFeed Industries, Inc. Agilent Technologies, Corporation AGL Resources, Inc. Agnico-Eagle Mines Ltd. Agree Realty Corp. Agrium, Inc. Air Lease Corp. Air Methods Corporation Air Products & Chemicals, Inc. Aircastle Limited Airgas, Inc. Airmedia Group, Inc. Airtran Holdings, Inc. Aixtron AG AK Steel Holding Corporation Akamai Technologies, Inc. Akorn, Inc. Alaska Air Group, Inc. Alaska Communications Systems Group, Inc. Albany International Corporation Albemarle Corporation Alberto-Culver Company (New) Alcatel-Lucent ALCOA, Inc. Alcon, Inc. Alere, Inc. Alexander & Baldwin Alexandria Real Estate Equities, Inc. Alexco Resource Corporation Alexion Pharmaceuticals, Inc. Aleza Pharmaceuticals, Inc. Align Technology, Inc. Alkermes, Inc. Allegheny Energy, Inc. Allegheny Technologies, Inc. Allegiant Travel Company Allergan, Inc. Alliance Data Systems Corporation Alliance HealthCare Services, Inc. Alliance Resources Partners, L.P. AllianceBernstein Holding L.P. Alliant Techsystems, Inc. Allied Irish Banks Allied Nevada Gold Corporation Allied World Assurance Holdings Ltd. Allis-Chalmers Energy, Inc. Allos Therapeutics, Inc. Allot Communications Ltd. Allscripts-Misys Healthcare Solutions, Inc. Allstate Corporation (The) Almost Family, Inc. Alnylam Pharmaceuticals, Inc. Alon USA Energy, Inc. Alpha Natural Resources, Inc. Alpha Pro Tech Limited Alphatec Holdings, Inc. Altera Corporation Altisource Portfolio Solutions SA Altra Holdings, Inc. Altria Group, Inc. Aluminia Limited Aluminum Corporation of China

CBOE HOLDINGS, INC.

Page 9

Average Daily Volume Total Call Put 1,400 625 775 564 367 197 109 77 32 828 513 316 8 6 2 2,169 1,584 584 22 8 15 1,069 688 381 9 3 6 17 8 10 168 107 61 31 22 9 869 528 340 6 5 1 13 8 5 178 76 103 3,054 2,181 874 3,181 2,147 1,034 28 21 6 79 45 34 154 123 31 21 17 4 39 24 15 8 4 4 3,334 2,697 636 15,286 9,109 6,176 270 136 133 226 115 111 28 19 10 20 10 10 162 118 44 218 119 99 216 178 38 134 64 69 80 52 28 4 3 1 704 380 324 38 9 29 309 181 127 173 73 100 1 1 0 124 58 66 76 42 34 26 15 11 253 177 76 231 110 121 16 12 4 114 27 87 58 38 20 94 52 42 215 104 111 4,157 3,673 484 26 14 12 15 11 4 161 86 75 4,060 2,391 1,669 2 2 0 1 1 0 1,809 748 1,061 8 7 1 23 17 6 3,514 2,007 1,506 3 2 2 126 67 59



129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192

Standard Symbol ALVR AMAG AMRN AMZN AMCX ACO DOX AMED AEE AMRC AMX APP AAT AXL ACC AGNC MTGE ACAS ADY AEO AEP AXP AM AIG AMMD AOB APEI ASEI AWR AMSC AMT AWK CRMT APU AGP AMP AMSF ABC ASCA AMN AME AMGN AMKR APH AMR ASYS AFSI AMLN APC ANAD ANDS ADI ALOG ACOM ANGI AU BUD AXE ANN NLY ANSS ANH AOL AOC

Contract Volume Total Call Put 4,417 3,905 512 29,782 22,506 7,276 737,989 562,051 175,938 4,643,679 2,322,861 2,320,818 2,297 1,364 933 2,926 1,979 947 24,230 14,987 9,243 55,695 33,594 22,101 9,224 6,753 2,471 7,210 4,935 2,275 125,949 72,063 53,886 920 637 283 646 460 186 140,511 94,775 45,736 3,792 2,605 1,187 341,664 215,299 126,365 1,111 728 383 189,664 144,433 45,231 21,524 12,675 8,849 384,194 274,933 109,261 142,514 99,419 43,095 1,094,446 578,760 515,686 6,648 3,407 3,241 1,378,134 774,090 604,044 6,163 2,609 3,554 5,620 2,812 2,808 12,473 5,095 7,378 3,521 2,188 1,333 1,205 928 277 212,190 123,951 88,239 168,763 112,675 56,088 5,607 4,099 1,508 1,221 765 456 3,505 2,131 1,374 28,291 11,929 16,362 32,437 18,800 13,637 678 388 290 47,992 25,521 22,471 2,745 2,139 606 8,260 3,908 4,352 1,747 1,308 439 1,100,929 597,395 503,534 51,587 40,084 11,503 43,842 16,443 27,399 1,365,571 854,931 510,640 35,653 24,602 11,051 8,141 4,897 3,244 208,587 141,462 67,125 831,691 533,775 297,916 5,448 3,347 2,101 8,186 7,683 503 102,260 66,856 35,404 1,847 730 1,117 66,263 40,338 25,925 6,431 4,296 2,135 84,147 48,838 35,309 80,053 46,110 33,943 7,257 4,858 2,399 141,751 85,011 56,740 916,671 503,228 413,443 10,855 9,915 940 15,098 6,597 8,501 83,798 53,423 30,375 48,541 26,052 22,489

Stock Alvarion Limited AMAG Pharmaceutcals, Inc. Amarin Corporation Amazon.Com, Inc. AMC Networks, Inc. AMCOL International Corporation Amdocs Ltd. Amedisys, Inc. Ameren Corporation Ameresco, Inc. America Movil S.A.B. de C.V. American Apparel, Inc. American Assets Trust, Inc. American Axle & Manufacturing Holdings, Inc. American Campus Communities, Inc. American Capital Agency Corporation American Capital Mortgage Investment Corp. American Capital, Ltd. American Dairy, Inc. American Eagle Outfitters, Inc. American Electric Power Company, Inc. American Express Company American Greetings Corp Class A American International Group, Inc. American Medical Systems Holdings, Inc. American Oriental Bioengineering, Inc. American Public Education, Inc. American Science and Engineering, Inc. American States Water Co. American Superconductor Corp. American Tower Corporation CLA American Water Works Co., Inc. America's Car-Mart, Inc. AmeriGas Partners, LP AMERIGROUP Corporation Ameriprise Financial, Inc. Amerisafe, Inc. AmerisourceBergen Corporation Ameristar Casinos, Inc. Ameron International Corp. AMETEK, Inc. Amgen, Inc. Amkor Technology, Inc. Amphenol Corporation AMR Corporation Amtech Systems Amtrust Financial Services, Inc. Amylin Pharmaceuticals, Inc. Anadarko Petroleum Corporation ANADIGICS, Inc. Anadys Pharmaceuticals, Inc. Analog Devices, Inc. Analogic Corporation Ancestry.com, Inc. Angie's List, Inc. AngloGold Ashanti Limited ADS Anheuser-Busch InBev Anixter International, Inc. ANN Inc. Annaly Capital Management, Inc. ANSYS, Inc. Anworth Mortgage Asset Corporation AOL, Inc. AON Corporation

CBOE HOLDINGS, INC.

Page 10

Average Daily Volume Total Call Put 18 15 2 118 89 29 2,929 2,230 698 18,427 9,218 9,210 18 11 7 12 8 4 96 59 37 221 133 88 37 27 10 29 20 9 500 286 214 4 3 1 3 2 1 558 376 181 15 10 5 1,356 854 501 12 8 4 753 573 179 85 50 35 1,525 1,091 434 566 395 171 4,343 2,297 2,046 26 14 13 5,469 3,072 2,397 24 10 14 22 11 11 49 20 29 14 9 5 15 11 3 842 492 350 670 447 223 22 16 6 5 3 2 14 8 5 112 47 65 129 75 54 3 2 1 190 101 89 11 8 2 33 16 17 7 5 2 4,369 2,371 1,998 205 159 46 174 65 109 5,419 3,393 2,026 141 98 44 32 19 13 828 561 266 3,300 2,118 1,182 22 13 8 32 30 2 406 265 140 7 3 4 263 160 103 292 195 97 334 194 140 318 183 135 29 19 10 563 337 225 3,638 1,997 1,641 43 39 4 60 26 34 333 212 121 193 103 89



193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256

Standard Symbol APAC APA AIV APOG ARI APO APOL AINV AMTG APWR AAPL AIT AMAT AMCC APSG AREX ATR WTR ARB MT ACGL ARJ ACI ADM ARCO RDEA ARNA ARCC ARIA ARBA ABFS ARMH ARR AWI ARQL ARRS ARW ARTC AJG ART ARUN ASA ABG ASTI AHT ASH ASIA ASML ASMI AHL AZPN APPY ASBC AIZ AGO ASTE ASTX AF AZN T ATHN ATHR ATHX AT

Contract Volume Total Call Put 22,392 727 21,665 587,040 346,315 240,725 1,527 1,076 451 1,195 810 385 1,841 1,703 138 2,404 1,080 1,324 399,426 209,390 190,036 26,696 17,429 9,267 244 202 42 32,744 16,944 15,800 21,570,675 12,685,797 8,884,878 1,582 1,081 501 623,028 385,446 237,582 14,768 9,455 5,313 2,683 171 2,512 2,535 2,260 275 2,269 1,426 843 3,927 2,803 1,124 1,116 270 846 590,705 411,029 179,676 7,854 5,080 2,774 4,064 1,131 2,933 604,190 359,019 245,171 489,413 279,636 209,777 44,873 29,056 15,817 8,266 2,822 5,444 98,228 78,838 19,390 32,136 22,896 9,240 500,811 265,788 235,023 31,019 15,642 15,377 11,588 8,796 2,792 311,681 170,929 140,752 28,126 18,328 9,798 6,811 2,636 4,175 3,129 2,671 458 11,381 4,774 6,607 13,599 9,823 3,776 1,732 1,277 455 702 465 237 1,103 978 125 479,903 243,611 236,292 15,154 9,797 5,357 13,087 8,610 4,477 5,027 410 4,617 24,768 17,429 7,339 43,629 27,197 16,432 56,269 22,638 33,631 34,060 20,711 13,349 4,578 2,672 1,906 3,940 2,078 1,862 1,615 1,479 136 571 132 439 3,667 3,277 390 7,666 5,205 2,461 289,452 188,466 100,986 1,966 1,435 531 11,302 4,713 6,589 6,107 3,718 2,389 73,890 35,335 38,555 2,385,124 1,427,603 957,521 40,248 24,223 16,025 117,031 91,098 25,933 484 254 230 9,285 4,167 5,118

Stock APAC Customer Services, Inc. Apache Corporation Apartment Investment & Management Company Apogee Enterprises, Inc. Apollo Commercial Real Estate Finance, Inc. Apollo Global Management LLC Apollo Group, Inc. Apollo Investment Corporation Apollo Residential Mortgage, Inc. A-Power Energy Generation Systems Ltd. Apple, Inc. Applied Industrial Technologies, Inc. Applied Materials, Inc. Applied Micro Circuits Corporation Applied Signal Technology, Inc. Approach Resources, Inc. AptarGroup, Inc. Aqua America, Inc. Arbitron, Inc. Arcelor Mittal Arch Capital Group Ltd. Arch Chemicals, Inc. Arch Coal, Inc. Archer-Daniels-Midland Company Arcos Dorados Holdings, Inc. Ardea Biosciences, Inc. Arena Pharmaceuticals, Inc. Ares Capital Corporation ARIAD Pharmaceuticals, Inc. Ariba, Inc. Arkansas Best Corporation ARM Holdings plc (New) ARMOUR Residential REIT, Inc. Armstrong World Industries, Inc. ArQule, Inc. Arris Group, Inc. Arrow Electronics, Inc. ArthroCare Corporation Arthur J. Gallagher & Co. Artio Global Investors, Inc. Aruba Networks, Inc. ASA Limited Asbury Automotive Group, Inc. Ascent Solar Technologies, Inc. Ashford Hospitality-Trust Ashland, Inc. Asiainfo Holdings, Inc. ASM Holding N.V. ASM International N.V. Aspen Insurance Holdings Ltd. Aspen Technology, Inc. AspenBio Pharma, Inc. Associated Banc-Corp. Assurant, Inc. Assured Guaranty Ltd. Astec Industries, Inc. Astex Pharmaceuticals, Inc. Astoria Financial Corporation AstraZeneca plc ADS AT&T Corporation athenahealth, Inc. Atheros Communications Athersys, Incorp. Atlantic Power Corporation

CBOE HOLDINGS, INC.

Page 11

Average Daily Volume Total Call Put 89 3 86 2,330 1,374 955 6 4 2 5 3 2 7 7 1 13 6 7 1,585 831 754 106 69 37 2 2 0 130 67 63 85,598 50,340 35,257 6 4 2 2,472 1,530 943 59 38 21 11 1 10 10 9 1 9 6 3 16 11 4 4 1 3 2,344 1,631 713 31 20 11 16 4 12 2,398 1,425 973 1,942 1,110 832 256 166 90 33 11 22 390 313 77 128 91 37 1,987 1,055 933 123 62 61 46 35 11 1,237 678 559 135 88 47 27 10 17 12 11 2 45 19 26 54 39 15 7 5 2 3 2 1 4 4 0 1,904 967 938 60 39 21 52 34 18 20 2 18 98 69 29 173 108 65 223 90 133 135 82 53 18 11 8 16 8 7 6 6 1 2 1 2 15 13 2 30 21 10 1,149 748 401 8 6 2 45 19 26 24 15 9 293 140 153 9,465 5,665 3,800 160 96 64 464 362 103 2 1 1 37 17 20



257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320

Standard Symbol ATNI AAWW ATLS AHD APL ATML ATMI ATO ATPG ATW AUO AZC AUQ AZK AUTH ADSK ALV ADP AN AZO AUXL AVB AVNR AVTR AVEO AVY AVL AVID CAR AVA AVT AVP AVX ACLS AXS AXTI AZZ BGS BWC BMI BIDU BHI BCPC BLL BTN BYI BALT BBV BBD ITUB BLX BSBR SAN STD BXS BKMU BAC IRE BMO BNS BBX RATE BKU BANR

Contract Volume Total Call Put 1,153 461 692 12,593 7,682 4,911 80,270 54,326 25,944 80,351 36,791 43,560 42,685 32,097 10,588 168,183 129,274 38,909 3,943 2,693 1,250 1,402 1,100 302 528,067 323,070 204,997 15,881 9,826 6,055 17,245 15,841 1,404 23,946 21,163 2,783 64,369 53,628 10,741 12,827 9,553 3,274 2,259 2,192 67 193,035 112,110 80,925 11,367 6,190 5,177 115,239 78,169 37,070 25,373 14,502 10,871 121,131 56,578 64,553 22,941 16,416 6,525 56,079 34,451 21,628 336,482 302,968 33,514 1,914 851 1,063 14,270 7,937 6,333 15,829 9,376 6,453 123,595 92,655 30,940 5,564 4,221 1,343 139,554 109,693 29,861 232 133 99 22,714 11,162 11,552 213,083 136,612 76,471 697 481 216 3,156 2,579 577 546 255 291 10,361 7,811 2,550 3,244 2,040 1,204 32,525 22,796 9,729 11,825 7,789 4,036 2,055 1,616 439 4,476,023 2,598,873 1,877,150 571,538 331,836 239,702 4,384 3,152 1,232 14,382 11,611 2,771 5 1 4 57,808 28,433 29,375 7,117 4,015 3,102 101,444 49,132 52,312 116,166 62,887 53,279 257,043 154,482 102,561 324 196 128 27,110 15,755 11,355 30,871 2,647 28,224 654,730 288,337 366,393 13,627 6,628 6,999 295 95 200 22,655,201 13,711,648 8,943,553 106,918 64,732 42,186 78,497 61,919 16,578 17,619 11,039 6,580 854 408 446 1,995 495 1,500 1,050 549 501 9,405 8,679 726

Stock Atlantic-Tele Network, Inc. Atlas Air Worldwide Holdings, Inc. Atlas Energy, L.P. Atlas Pipeline Holdings LP Atlas Pipeline Partners, LP Atmel Corporation ATMI, Inc. Atmos Energy Corporation ATP Oil & Gas Corporation Atwood Oceanics, Inc. AU Optronics Corp. Augusta Resource Corporation AuRico Gold, Inc. Aurizon Mines Ltd. AuthenTec, Inc. Autodesk, Inc. Autoliv, Inc. Automatic Data Processing, Inc. AutoNation, Inc. Autozone, Inc. Auxilium Pharmaceuticals, Inc. Avalonbay Communities, Inc. Avanir Pharmaceuticals Avatar Holdings, Inc. AVEO Pharmaceuticals, Inc. Avery Dennison Corporation Aviall, Inc. Avid Technology, Inc. Avis Budget Group, Inc. Avista Corporation (New) Avnet, Inc. Avon Products, Inc. AVX Corporation Axcelis Technologies, Inc. Axis Capital Holdings Limited AXT, Inc. AZZ, Incorporated B&G Foods, Inc. Babcock & Wilcox Co. Badger Meter, Inc. Baidu, Inc. ADS Baker Hughes, Incorporated Balchem Corp. Ball Corporation Ballantyne Strong, Inc. Bally Technologies, Inc. Baltic Trading Limited Banco Bibao Vizcaya SP ADR Banco Bradesco Banco Itaú Holding Financeira S.A. Banco Latinoamericano de Comercio Exterior Banco Santander Brasil SA Banco Santander Chile Banco Santander SA BancorpSouth, Inc. Bank Mutual Corp. Bank of America Corporation Bank of Ireland Bank of Montreal Bank of Nova Scotia BankAtlantic Bancorp., Inc. Class A (New) Bankrate, Inc. BankUnited, Inc. Banner Corporation

CBOE HOLDINGS, INC.

Page 12

Average Daily Volume Total Call Put 5 2 3 50 30 19 319 216 103 319 146 173 169 127 42 667 513 154 16 11 5 6 4 1 2,096 1,282 813 63 39 24 68 63 6 95 84 11 255 213 43 51 38 13 9 9 0 766 445 321 45 25 21 457 310 147 101 58 43 481 225 256 91 65 26 223 137 86 1,335 1,202 133 8 3 4 84 47 37 63 37 26 490 368 123 22 17 5 554 435 118 1 1 0 90 44 46 846 542 303 3 2 1 13 10 2 2 1 1 50 37 12 13 8 5 129 90 39 47 31 16 8 6 2 17,762 10,313 7,449 2,268 1,317 951 17 13 5 57 46 11 0 0 0 229 113 117 28 16 12 403 195 208 461 250 211 1,020 613 407 4 2 2 108 63 45 123 11 112 2,598 1,144 1,454 54 26 28 1 0 1 89,902 54,411 35,490 424 257 167 311 246 66 70 44 26 3 2 2 8 2 6 5 2 2 37 34 3



321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384

Standard Symbol BAA BCS BCR BKS B ABX BAS BAX BTE BBT BCE BEAV BECN BEAM BZH BEBE BEC BDX BBBY BDC BMS BRK/B BRY BBY BHP BBL BGFV BIG BBND BBG BCRX BIOD BDSI BIIB BMRN BMR BMTI BIO BRLI BPAX BIOS BJRI BJ BBOX BBBB BKCC BLK HRB BLT BCSI NILE BPHX BMC BJGP BWP BOBE BA BZ BOKF BONA BAH BGP BWA SAM

Contract Volume Total Call 6,175 5,836 278,943 141,975 12,210 8,305 141,159 81,388 4,373 2,506 1,696,027 1,102,998 20,890 11,298 512,641 362,977 12,023 7,637 338,101 211,870 4,950 2,968 18,900 12,990 3,490 1,652 38,099 23,479 77,317 57,100 21,738 13,559 60,000 33,753 24,248 10,589 221,317 129,981 1,865 1,036 7,947 6,391 600,297 318,499 8,453 4,840 915,838 548,884 529,938 213,813 6,179 3,752 2,457 1,244 237,754 164,766 310 307 6,444 3,586 9,058 7,479 38,778 29,249 19,959 15,125 183,503 100,875 7,774 6,190 4,422 2,448 83,059 47,633 4,183 1,312 4,753 2,374 213,728 171,962 6,516 5,005 30,441 16,264 255,748 175,988 661 346 96,154 62,435 17,869 10,664 55,216 20,903 291,640 108,421 1,343 837 79,063 44,983 47,493 21,216 2 2 80,414 54,328 133 133 7,934 5,125 6,745 4,501 1,228,708 674,545 76,227 54,721 806 241 1,272 395 5,247 4,415 12,139 5,296 41,386 26,517 19,223 8,834

Stock Banro Corporation Barclays PLC Bard (C.R.), Inc. Barnes & Noble, Inc. Barnes Group, Inc. Barrick Gold Corporation Basic Energy Services, Inc. Baxter International, Inc. Baytex Energy Corp. BB&T Corporation BCE, Inc. BE Aerospace, Inc. Beacon Roofing Supply, Inc. Beam Inc. Beazer Homes USA, Inc. bebe stores, inc. Beckman Coulter, Inc. Becton Dickinson & Company Bed Bath & Beyond, Inc. Belden, Inc. Bemis Company Berkshire Hathaway, Inc. Berry Petroleum Company Cl A Best Buy Co., Inc. BHP Billiton Limited BHP Billiton plc Big 5 Sporting Goods Corporation Big Lots, Inc. BigBand Networks, Inc. Bill Barrett Corporation BioCryst Pharmaceuticals, Inc. Biodel, Inc. BioDelivery Sciences International, Inc. BIOGEN IDEC, Inc. BioMarin Pharmaceutical, Inc. Biomed Realty Trust BioMimetic Therapeutics, Inc. Bio-Rad Laboratories, Inc. Bio-Reference Laboratories, Inc. BioSante Pharmaceuticals, Inc. BioScripp, Inc. BJ's Restaurant, Inc. BJ's Wholesale Club, Inc. Black Box Corporation Blackboard, Inc. BlackRock Kelso Capital Corp. BlackRock, Inc. Block (H & R), Inc. Blount International, Inc. Blue Coat Systems, Inc. Blue Nile, Inc. Bluephoenix Solutions Ltd. BMC Software, Inc. BMP Sunstone Corporation Boardwalk Pipeline Partners, LP Bob Evans Farms, Inc. Boeing Company (The) Boise, Incorp. BOK Financial Corporation Bona Film Group Ltd. Booz Allen Hamilton Corp. Borders Group, Inc. BorgWarner, Inc. Boston Beer Company, Inc.

CBOE HOLDINGS, INC.

Page 13

Put 339 136,968 3,905 59,771 1,867 593,029 9,592 149,664 4,386 126,231 1,982 5,910 1,838 14,620 20,217 8,179 26,247 13,659 91,336 829 1,556 281,798 3,613 366,954 316,125 2,427 1,213 72,988 3 2,858 1,579 9,529 4,834 82,628 1,584 1,974 35,426 2,871 2,379 41,766 1,511 14,177 79,760 315 33,719 7,205 34,313 183,219 506 34,080 26,277 0 26,086 0 2,809 2,244 554,163 21,506 565 877 832 6,843 14,869 10,389

Average Daily Volume Total Call Put 25 24 1 1,107 563 544 48 33 15 560 323 237 17 10 7 6,730 4,377 2,353 83 45 38 2,034 1,440 594 48 30 17 1,342 841 501 20 12 8 75 52 23 14 7 7 151 93 58 307 227 80 86 54 32 238 134 104 96 42 54 878 516 362 7 4 3 32 25 6 2,382 1,264 1,118 34 19 14 3,634 2,178 1,456 2,103 848 1,254 25 15 10 10 5 5 943 654 290 1 1 0 26 14 11 36 30 6 154 116 38 79 60 19 728 400 328 31 25 6 18 10 8 330 189 141 17 5 11 19 9 9 848 682 166 26 20 6 121 65 56 1,015 698 317 3 1 1 382 248 134 71 42 29 219 83 136 1,157 430 727 5 3 2 314 179 135 188 84 104 0 0 0 319 216 104 1 1 0 31 20 11 27 18 9 4,876 2,677 2,199 302 217 85 3 1 2 5 2 4 21 18 3 48 21 27 164 105 59 76 35 41



385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448

Standard Symbol BXP BSX EPAY BYD BP BPT BRC BDN BRP BAK BRE BBEP BRFS BPI BGG BEXP CELL EAT BMY BRS BTI BRCM BR BWEN BRCD BRNC BKD BAM BHS BIP BPO BRKS BRO BF/B BRKR BC BW BSDM BSQR BPL BKI BUCY BWLD BBW BG CHRW CA CAB CVC CCMP COG CAI CDNS CADX CDZI DVR CLMS CCC CPKI CWT CALX ELY CPE CALM

Contract Volume Total Call 12,535 5,367 410,213 260,341 1,792 1,240 111,884 68,757 2,527,873 1,585,270 15,461 8,540 1,117 696 2,926 2,611 1,783 707 8,112 2,708 656 435 22,545 17,125 45,666 33,064 74,230 35,989 6,859 4,925 244,735 168,993 2,258 1,686 24,090 8,427 1,293,145 810,378 3,424 775 15,395 11,017 1,011,896 643,107 4,580 1,931 5,539 5,011 612,773 445,579 8,667 6,527 20,251 11,034 2,451 1,195 1,055 495 6,968 3,122 7,668 1,497 4,744 3,427 2,817 2,466 2,645 1,669 12,913 7,839 31,933 15,881 1,710 990 29,723 21,933 10,740 8,685 21,861 13,305 45,551 21,813 26,639 12,692 73,171 35,854 8,435 7,980 238,761 151,876 88,693 60,933 76,542 40,966 14,010 6,817 65,077 38,426 19,314 2,312 145,893 79,337 10,590 5,812 24,231 14,297 112,791 67,393 2,343 1,698 1,701 1,434 5,637 3,746 6,225 4,628 25,107 12,419 1,008 670 57,612 39,021 5,459 3,173 11,419 5,848 10,698 5,838

Stock Boston Properties, Inc. Boston Scientific Corporation Bottomline Technologies, Inc. Boyd Gaming Corporation BP p.l.c. BP Prudhoe Bay Royalty Trust Brady Corporation Brandywine Realty Trust Brasil Telecom S.A. Braskem S.A. BRE Properties, Inc. BreitBurn Energy Partners LP BRF-Brasil Foods SA Bridgepoint Education, Inc. Briggs & Stratton Brigham Exploration Company Brightpoint, Inc. Brinker International, Inc. Bristol-Myers Squibb Company Bristow Group, Inc. British American Tobacco p.l.c. Broadcom, Inc. Broadridge Financial Solutions LLC Broadwind Energy, Inc. Brocade Communications Systems, Inc. Bronco Drilling Company, Inc. Brookdale Senior Living, Inc. Brookfield Asset Management, Inc. Brookfield Homes Corporation Brookfield Infrastructure Partners LP Brookfield Office Properties, Inc. Brooks Automation, Inc. Brown & Brown, Inc. (New) Brown-Forman Corporation Bruker Corporation Brunswick Corporation Brush Engineered Materials, Inc. BSD Medical Corporation BSQUARE Corporation Buckeye Partners, LP Buckeye Technologies, Inc. Bucyrus International, Inc. Buffalo Wild Wings, Inc. Build-A-Bear-Workshop Bunge Limited C H Robinson Worldwide, Inc. CA, Inc. Cabela's, Incorporated - Cl A Cablevision Systems Corporation Cabot Microelectronics Corporation Cabot Oil & Gas Corp. CACI International Inc. Class A Cadence Design Systems, Inc. Cadence Pharmaceuticals, Inc. Cadiz, Inc. Cal Dive International, Inc. Calamos Asset Management Calgon Carbon Corporation (New) California Pizza Kitchen, Inc. California Water Service Group Calix, Inc. Callaway Golf Company Callon Petroleum Company Cal-Maine Foods, Inc.

CBOE HOLDINGS, INC.

Page 14

Put 7,168 149,872 552 43,127 942,603 6,921 421 315 1,076 5,404 221 5,420 12,602 38,241 1,934 75,742 572 15,663 482,767 2,649 4,378 368,789 2,649 528 167,194 2,140 9,217 1,256 560 3,846 6,171 1,317 351 976 5,074 16,052 720 7,790 2,055 8,556 23,738 13,947 37,317 455 86,885 27,760 35,576 7,193 26,651 17,002 66,556 4,778 9,934 45,398 645 267 1,891 1,597 12,688 338 18,591 2,286 5,571 4,860

Average Daily Volume Total Call Put 50 21 28 1,628 1,033 595 7 5 2 444 273 171 10,031 6,291 3,740 61 34 27 4 3 2 12 10 1 7 3 4 32 11 21 3 2 1 89 68 22 181 131 50 295 143 152 27 20 8 971 671 301 9 7 2 96 33 62 5,132 3,216 1,916 14 3 11 61 44 17 4,015 2,552 1,463 18 8 11 22 20 2 2,432 1,768 663 34 26 8 80 44 37 10 5 5 4 2 2 28 12 15 30 6 24 19 14 5 11 10 1 10 7 4 51 31 20 127 63 64 7 4 3 118 87 31 43 34 8 87 53 34 181 87 94 106 50 55 290 142 148 33 32 2 947 603 345 352 242 110 304 163 141 56 27 29 258 152 106 77 9 67 579 315 264 42 23 19 96 57 39 448 267 180 9 7 3 7 6 1 22 15 8 25 18 6 100 49 50 4 3 1 254 172 82 22 13 9 45 23 22 42 23 19



449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512

Standard Symbol CPN CLMT CPT CCJ CIS CAM CPB CCG CM CNI CNQ CP CSIQ CAJ CMN CPLA CGC COF CPLP CT CSE CFFN CMO CRR CRDC CAH CRME BEAT CATM CECO CFN CBOU KMX CKEC CCL CUK CRS CRZO CRI CASY CSH CMRG CHSI CAT CAVM CBEY CBL CBOE CBG CBS CBS.A CDCAQ CDI CEC FUN CE CRA CLS CELG CTIC CEL CLDX CLSN CX

Contract Volume Total Call Put 64,659 41,937 22,722 21,408 8,798 12,610 1,767 1,131 636 493,448 304,360 189,088 68,908 34,932 33,976 159,367 97,621 61,746 60,079 35,935 24,144 594 285 309 28,343 18,044 10,299 28,354 19,476 8,878 228,272 134,195 94,077 19,713 14,052 5,661 100,179 69,147 31,032 5,960 3,378 2,582 794 462 332 12,772 4,898 7,874 2,014 1,529 485 380,094 183,316 196,778 5,089 3,907 1,182 2,069 1,939 130 22,966 10,971 11,995 9,022 3,929 5,093 6,225 2,827 3,398 47,948 19,005 28,943 680 384 296 57,096 37,775 19,321 3,422 2,768 654 3,124 1,899 1,225 11,762 7,037 4,725 103,233 45,553 57,680 27,198 21,801 5,397 26,723 21,856 4,867 76,864 40,095 36,769 7,791 5,720 2,071 277,716 138,809 138,907 1,863 806 1,057 15,058 10,833 4,225 44,746 28,320 16,426 25,932 11,373 14,559 6,989 3,735 3,254 14,940 9,896 5,044 31 2 29 11,227 7,566 3,661 2,768,386 1,439,870 1,328,516 123,205 56,045 67,160 450 275 175 11,416 8,468 2,948 201,470 153,259 48,211 60,703 33,174 27,529 264,257 151,635 112,622 183 82 101 7,716 6,121 1,595 2,067 1,545 522 6,867 3,154 3,713 5,956 4,543 1,413 81,064 51,310 29,754 18,133 4,243 13,890 9,130 6,108 3,022 497,555 327,400 170,155 126,007 121,127 4,880 20,096 10,890 9,206 25,020 17,810 7,210 254,812 210,825 43,987 251,150 99,684 151,466

Stock Calpine Corporation Calumet Specialty Products Partners, LP Camden Property Trust Cameco Corporation Camelot Information Systems, Inc. Cameron International Corporation Campbell Soup Company Campus Crest Communities, Inc. Canadian Imperial Bank of Commerce Canadian National Railway Company Canadian Natural Resources Ltd. Canadian Pacific Railway Limited New Canadian Solar, Inc. Canon, Inc. Cantel Medical Corp. Capella Education Company Capital Gold Corporation Capital One Financial Corporation Capital Product Partners LP Capital Trust, Inc CapitalSource, Inc. Capitol Federal Financial Capstead Mortgage Corp. CARBO Ceramics, Inc. Cardica, Inc. Cardinal Health, Inc. Cardiome Pharma Corp. CardioNet, Inc. Cardtronics, Inc. Career Education Corporation CareFusion Corporation Caribou Coffee Co., Inc. CarMax, Inc. Carmike Cinemas, Inc. Carnival Corporation (Class A) Carnival plc Carpenter Technology Corporation Carrizo Oil & Gas, Inc. Carter's, Inc. Casey's General Stores, Inc. Cash America International, Inc. Casual Male Retail Group, Inc. Catalyst Health Solutions, Inc. Caterpillar, Inc. Cavium Networks, Inc. Cbeyond, Inc. CBL & Associates Properties, Inc. CBOE Holdings, Inc. CBRE Group, Inc. Class A CBS Corporation CBS Corporation Class A CDC Corporation Cl A CDI Corporation CEC Entertainment, Inc. Cedar Fair LP Celanese Corporation Celera Corporation Celestica, Inc. Celgene Corporation Cell Therapeutics, Inc. Cellcom Israel Ltd. Celldex Therapeutics, Inc. Celsion Corporation Cemex, S.A.B. de C.V.

CBOE HOLDINGS, INC.

Page 15

Average Daily Volume Total Call Put 257 166 90 85 35 50 7 4 3 1,958 1,208 750 278 141 137 632 387 245 238 143 96 2 1 1 112 72 41 113 77 35 906 533 373 78 56 22 398 274 123 24 13 10 3 2 1 51 19 31 8 6 2 1,508 727 781 20 16 5 13 12 1 91 44 48 36 16 20 25 11 13 190 75 115 3 2 1 227 150 77 14 11 3 12 8 5 47 28 19 410 181 229 108 87 21 234 192 43 305 159 146 31 23 8 1,102 551 551 7 3 4 60 43 17 178 112 65 103 45 58 28 15 13 59 39 20 0 0 0 45 30 15 10,986 5,714 5,272 489 222 267 2 1 1 45 34 12 799 608 191 241 132 109 1,049 602 447 1 0 0 31 24 6 8 6 2 27 13 15 24 18 6 322 204 118 72 17 55 36 24 12 1,974 1,299 675 500 481 19 80 43 37 99 71 29 1,011 837 175 997 396 601



513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576

Standard Symbol CVE CNC CNP EBR/B EBR CEDC CETV CENTA CPF CENX CTL CEPH CPHD CRDN CRNT CERP CERN CERS CF GIB CGV CYOU CRL CHRS GTLS CHTR CHKP CAKE CHTP CHE CHMT CQP LNG CHK CHKR CHKM CVX CBI CHS PLCE CIM CAGC RCH CAAS CBAK STV CEAI JRJC CFSG CHGS CHOP CGA CHLN CNIT CBEH LFC HTHT CMFO CCME CMED MY CHL CHNG NPD

Contract Volume Total Call 49,833 22,958 6,380 4,802 31,900 27,392 216 160 2,020 1,122 246,213 80,319 24,808 14,699 381 66 28,709 5,698 101,964 64,903 178,657 124,029 348,244 207,368 12,239 7,369 14,143 8,647 8,751 5,480 5,685 4,173 83,591 37,625 2,765 2,680 410,103 246,705 2,383 1,815 1,838 1,160 18,239 12,250 5,839 4,107 9,942 9,000 33,363 25,809 525 296 107,180 66,410 73,928 38,249 60,912 23,153 7,695 2,226 35,800 20,900 36,660 22,774 562,933 442,144 1,807,439 1,238,126 2,382 1,152 5,288 2,882 1,468,878 798,254 84,323 60,817 102,221 73,106 56,851 37,914 133,162 75,979 58,338 16,415 50 20 30,707 16,483 6,298 3,204 3,036 2,255 5,603 3,978 1,959 1,449 32,273 10,797 11,456 7,655 15,226 9,934 56,050 16,480 1,715 1,223 2,483 1,583 61,212 18,047 59,192 24,588 6,050 3,850 10,650 4,534 409,329 172,586 136,833 55,019 7,311 4,662 153,668 84,870 10,029 2,615 3,471 2,014

Stock Cenovus Energy, Inc. Centene Corporation CenterPoint Energy, Inc. Centrais Electricas Brasileiras S ADR Centrais Electricas Brasileria SA Central European Distribution Corporation Central European Media Enterprises Ltd. Central Garden & Pet Co. Central Pacific Financial Corp. Century Aluminum Company (New) Centurytel, Inc. Cephalon, Inc. Cepheid, Inc. Ceradyne, Inc. Ceragon Networks Ltd. Cereplast, Inc. Cerner Corporation Cerus Corp. CF Industries Holdings, Inc. CGI Group, Inc. CGV Veritas Changyou.com Ltd. Charles River Laboratories International, Inc. Charming Shoppes, Inc. Chart Industries, Inc. Charter Communications, Inc. Check Point Software Technologies Ltd. Cheesecake Factory Incorporated (The) Chelsea Therapeutics International Chemed Corporation Chemtura Corp. Cheniere Energy Partners, LP Cheniere Energy, Inc. Chesapeake Energy Corporation Chesapeake Granite Wash Chesapeake Midstream Partner Chevron Corporation Chicago Bridge & Iron Company N.V. Chico's FAS, Inc. Children's Place Chimera Investment Corporation China Agritech, Inc. China Architectural Engineering, Inc. China Automotive Systems, Inc. China BAK Battery, Inc. China Digital Holding Co., Ltd. China Education Alliance, Inc. China Finance Online Company China Fire & Security Group, Inc. China GengSheng Minerals, Inc. China Gerui Advanced Materials Group Ltd. China Green Agriculture, Inc. China Housing & Land Development, Inc. China Information Technology, Inc. China Integrated Energy, Inc. China Life Insurance Co., Ltd. China Lodging Group China Marine Food Group China MediaExpress Holdings China Medical Technologies, Inc. China Ming Yang Wind Power Group Limited China Mobile Limited China Natural Gas, Inc. China Nepstar Chain Drugstore Limited

CBOE HOLDINGS, INC.

Page 16

Put 26,875 1,578 4,508 56 898 165,894 10,109 315 23,011 37,061 54,628 140,876 4,870 5,496 3,271 1,512 45,966 85 163,398 568 678 5,989 1,732 942 7,554 229 40,770 35,679 37,759 5,469 14,900 13,886 120,789 569,313 1,230 2,406 670,624 23,506 29,115 18,937 57,183 41,923 30 14,224 3,094 781 1,625 510 21,476 3,801 5,292 39,570 492 900 43,165 34,604 2,200 6,116 236,743 81,814 2,649 68,798 7,414 1,457

Average Daily Volume Total Call Put 198 91 107 25 19 6 127 109 18 1 1 0 8 4 4 977 319 658 98 58 40 2 0 1 114 23 91 405 258 147 709 492 217 1,382 823 559 49 29 19 56 34 22 35 22 13 23 17 6 332 149 182 11 11 0 1,627 979 648 9 7 2 7 5 3 72 49 24 23 16 7 39 36 4 132 102 30 2 1 1 425 264 162 293 152 142 242 92 150 31 9 22 142 83 59 145 90 55 2,234 1,755 479 7,172 4,913 2,259 108 52 56 21 11 10 5,829 3,168 2,661 335 241 93 406 290 116 226 150 75 528 302 227 232 65 166 0 0 0 124 66 57 25 13 12 12 9 3 22 16 6 8 6 2 128 43 85 46 31 15 60 39 21 222 65 157 7 5 2 10 6 4 243 72 171 235 98 137 24 15 9 42 18 24 1,624 685 939 543 218 325 29 19 11 610 337 273 40 10 29 14 8 6



577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640

Standard Symbol BORN NEP SNP CPSL CRIC CREG CSR CSKI CSUN CHA CTFO CHU CVVT CXDC CYD ZX CHBT CAST CMG CQB CHH CBK CB CHT CBD SBS CIEN CI XEC CBB CINF CNK CTAS CIR CRUS CSCO CIT CTRN C CRBC CIA CTXS CYN CTEL CKXE CLC CLNE CLH CCO CLWR CBLI CKSW CLF CLDA CLX CLD CME CMS CNA CNH CISG CEO COH CIE

Contract Volume Total Call Put 6,084 2,988 3,096 29,787 17,044 12,743 27,408 10,718 16,690 2,070 1,486 584 4,469 1,462 3,007 1,315 29 1,286 83,979 32,732 51,247 6,066 3,246 2,820 2,365 1,904 461 815 488 327 5,842 3,645 2,197 23,123 4,519 18,604 34,920 16,731 18,189 8,203 4,426 3,777 38,855 26,144 12,711 515 213 302 378,848 152,390 226,458 37,665 13,224 24,441 703,308 339,977 363,331 40,306 24,036 16,270 1,869 1,147 722 6,885 5,462 1,423 65,467 34,760 30,707 367 220 147 3,961 1,649 2,312 6,029 3,480 2,549 657,547 376,759 280,788 122,550 77,623 44,927 54,707 32,528 22,179 3,579 1,189 2,390 8,019 6,235 1,784 6,036 3,688 2,348 74,314 66,897 7,417 754 381 373 236,361 166,879 69,482 9,040,536 5,869,123 3,171,413 164,789 66,291 98,498 7,182 2,605 4,577 22,713,227 15,556,339 7,156,888 1,677 1,332 345 500 444 56 272,353 151,738 120,615 5,353 3,185 2,168 2,640 2,042 598 2,522 212 2,310 2,511 1,851 660 135,721 94,735 40,986 10,557 6,877 3,680 1,371 1,176 195 229,844 140,587 89,257 71,339 59,586 11,753 7,999 6,823 1,176 942,840 581,200 361,640 498,993 334,647 164,346 157,149 88,847 68,302 42,308 24,279 18,029 156,052 80,307 75,745 6,278 4,215 2,063 1,509 905 604 15,534 12,340 3,194 63,274 20,452 42,822 33,083 17,310 15,773 287,431 129,193 158,238 46,458 39,242 7,216

Stock China New Borun Corp. China North East Petroleum Holdings Ltd. China Petroleum and Chemical Corporation China Precision Steel, Inc. China Real Estate Information Corp. China Recycling Energy Corp. China Security & Surveillance Technology, Inc. China Sky One Medical, Incorp. China Sunergy Company China Telecom Corporation Limited China TransInfo Techology Corp. China Unicom Limited China Valves Technology, Inc. China XD Plastics Co. Ltd. China Yuchai International Limited China Zenix Auto Int'l. Ltd. China-Biotics, Inc. ChinaCast Education Corporation Chipotle Mexican Grill, Inc. Chiquita Brands International, Inc. Choice Hotels International, Inc. Christopher & Banks Corporation Chubb Corporation (The) Chunghwa Telecom Co., Ltd. - ADR CIA Brasileria de Distribuicao Grupo CIA Saneamento Basico De Ciena Corporation CIGNA Corporation Cimarex Energy Co. CIncinnati Bell, Inc. Cincinnati Financial Corporation Cinemark Holdings, Inc. Cintas Corporation CIRCOR International, Inc. Cirrus Logic, Inc. Cisco Systems, Inc. CIT Group, Inc. Citi Trends, Inc. Citigroup, Inc. Citizens Republic Bancorp, Inc. Citizens, Inc. Citrix Systems, Inc. City National Corporation City Telecom HK Ltd CKX, Inc CLARCOR, Inc. Clean Energy Fuels Corporation Clean Harbors, Inc. Clear Channel Outdoor Holdings, Inc. Clearwire Corporation Cleveland Biolabs, Inc. ClickSoftware Technologies Ltd. Cliffs Natural Resources, Inc. Clinical Data, Inc. Clorox Company (The) Cloud Peak Energy , Inc. CME Group, Inc. CMS Energy Corporation CNA Financial Corporation CNH Global N.V. CNinsure, Inc. CNOOC Limited Coach, Inc. Cobalt International Energy, Inc.

CBOE HOLDINGS, INC.

Page 17

Average Daily Volume Total Call Put 32 16 16 118 68 51 109 43 66 8 6 2 18 6 12 5 0 5 333 130 203 24 13 11 9 8 2 3 2 1 23 14 9 92 18 74 139 66 72 36 19 17 154 104 50 3 1 2 1,503 605 899 149 52 97 2,791 1,349 1,442 160 95 65 7 5 3 27 22 6 260 138 122 1 1 1 16 7 9 24 14 10 2,609 1,495 1,114 486 308 178 217 129 88 14 5 9 32 25 7 24 15 9 295 265 29 3 2 1 938 662 276 35,875 23,290 12,585 654 263 391 29 10 18 90,132 61,732 28,400 7 5 1 2 2 0 1,081 602 479 21 13 9 10 8 2 14 1 13 10 7 3 539 376 163 42 27 15 5 5 1 912 558 354 283 236 47 32 27 5 3,741 2,306 1,435 1,980 1,328 652 624 353 271 168 96 72 619 319 301 25 17 8 6 4 2 62 49 13 251 81 170 131 69 63 1,141 513 628 184 156 29



641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704

Standard Symbol KO CCE KOF CDE CSA CCOI CTSH COGO COHR COHU CSTR CWTR CFX CL PSS CLP CLNY CBRX COLM CMCO CMCSK CMCSA CMA FIX CBSH CMC CTV CBU CYH CVLT ABV CIG ELP SID BVN CODI CMP CML CPX CCRT CGEN CPSI CSC CPWR CRK CMTL COMV CAG CPTS CXO CCM CNQR CONN COP CNX CNSL ED CGX CTCT STZ CEG MCF CNU CLR

Contract Volume Total Call 1,317,993 727,263 26,525 12,488 884 296 474,355 348,173 69 47 5,882 4,237 160,752 85,491 16,066 4,946 4,139 2,868 2,192 1,121 281,886 174,763 3,075 2,281 63,713 35,484 373,094 240,111 90,872 59,391 1,101 944 16,070 10,187 15,151 13,046 4,894 2,656 236 166 72,668 51,526 715,669 327,454 174,698 107,043 4,257 2,008 1,478 1,096 73,775 61,278 1,925 642 3,640 2,272 211,230 111,169 37,639 25,010 82,407 56,865 2,637 1,297 972 212 58,686 25,807 79,774 36,799 4,911 3,667 6,197 3,134 1,896 1,254 36,676 21,365 85,843 42,644 7,162 5,942 3,805 2,310 189,238 96,545 6,759 5,692 15,761 7,512 25,994 16,147 1,136 615 208,333 169,565 1,195 322 101,572 85,377 994 786 14,409 5,272 9,324 5,810 1,371,105 814,470 400,909 234,715 849 512 71,457 41,920 5,050 3,750 21,432 11,717 16,396 8,416 17,474 13,003 6,683 4,095 4,275 2,124 66,695 41,280

Stock Coca-Cola Company (The) Coca-Cola Enterprises, Inc. Coca-Cola Femsa SAB de CV Coeur d' Alene Mines Corp. Cogdell Spencer, Inc. Cogent Communications Group, Inc. Cognizant Technology Solutions Corporation Cogo Group, Inc. Coherent, Inc. Cohu, Inc. Coinstar, Inc. Coldwater Creek, Inc. Colfax Corporation Colgate-Palmolive Company Collective Brands, Inc. Colonial Properties Trust Colony Financial, Inc. Columbia Laboratories, Inc. Columbia Sportwear Company Columbus McKinnon Corporation Comcast Corporation (Special Class A) Comcast Corporation Class A Comerica, Incorporated Comfort Systems USA, Inc. Commerce Bancshares, Inc. Commercial Metals Company Commscope, Inc. Community Bank System, Inc. Community Health Systems, Inc. (New) Commvault Systems, Inc. Companhia de Bebidas das Americas Companhia Energetica de Minas Gerais Companhia Paranaense de Energia-Copel Companhia Siderurgica Nacional ADR Compania de Minas Buenaventura S.A. Compass Diversified Holdings Compass Minerals International, Inc. Compellent Technologies, Inc. Complete Production Services, Inc. CompuCredit Corporation Compugen Ltd. Computer Programs and Systems, Inc. Computer Sciences Corporation Compuware Corporation Comstock Resources, Inc. (New) Comtech Telecommunication Corp. Comverge, Inc. ConAgra, Inc. Conceptus, Inc. Concho Resources, Inc. Concord Medical Services Holdings Limited Concur Technologies, Inc. Conn's, Inc. ConocoPhillips Consol Energy, Inc. Consolidated Communications Holdings, Inc. Consolidated Edison, Inc. Consolidated Graphics, Inc. Constant Contact, Inc. Constellation Brands, Inc. Constellation Energy Corp. Contango Oil & Gas Co. Contincare Corporation Continental Resources, Inc.

CBOE HOLDINGS, INC.

Page 18

Put 590,730 14,037 588 126,182 22 1,645 75,261 11,120 1,271 1,071 107,123 794 28,229 132,983 31,481 157 5,883 2,105 2,238 70 21,142 388,215 67,655 2,249 382 12,497 1,283 1,368 100,061 12,629 25,542 1,340 760 32,879 42,975 1,244 3,063 642 15,311 43,199 1,220 1,495 92,693 1,067 8,249 9,847 521 38,768 873 16,195 208 9,137 3,514 556,635 166,194 337 29,537 1,300 9,715 7,980 4,471 2,588 2,151 25,415

Average Daily Volume Total Call Put 5,230 2,886 2,344 105 50 56 4 1 2 1,882 1,382 501 0 0 0 23 17 7 638 339 299 64 20 44 16 11 5 9 4 4 1,119 694 425 12 9 3 253 141 112 1,481 953 528 361 236 125 4 4 1 64 40 23 60 52 8 19 11 9 1 1 0 288 204 84 2,840 1,299 1,541 693 425 268 17 8 9 6 4 2 293 243 50 8 3 5 14 9 5 838 441 397 149 99 50 327 226 101 10 5 5 4 1 3 233 102 130 317 146 171 29 22 7 25 12 12 8 5 3 146 85 61 341 169 171 28 24 5 15 9 6 751 383 368 27 23 4 63 30 33 103 64 39 5 2 2 827 673 154 5 1 3 403 339 64 4 3 1 57 21 36 37 23 14 5,441 3,232 2,209 1,591 931 660 3 2 1 284 166 117 20 15 5 85 46 39 65 33 32 69 52 18 27 16 10 17 8 9 265 164 101



705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768

Standard Symbol CVG CNW COO CBE CTB CPA CPNO CPRT CORT CLB CLGX COCO CPO GLW OFC CXW CZZ CMRE CSGP COST COT CUZ CVD CVA CVH COV COWN CPL CBRL CRAY BAP CS CREE CRH CROX XTXI CCI CCK CRXL CRU CRYP KRY CSGS CSX CTCM CTRP CUBE CUB CBST CFR CPIX CMI CRIS CW CUTR CVBF CVI CVS CYBX CYMI CYPB CY CYS CYT

Contract Volume Total Call 2,203 1,785 33,974 22,917 25,293 17,392 22,925 18,572 8,262 5,892 2,994 1,691 25,488 20,784 178,077 88,540 9,350 5,180 10,969 8,224 12,896 7,167 236,531 155,368 8,314 5,706 1,161,748 698,692 2,316 1,543 5,477 2,309 41,419 24,994 2,512 1,572 5,588 1,127 393,872 201,938 1,944 1,608 132 111 10,595 5,378 22,238 17,161 19,305 13,243 119,341 84,119 11,919 11,728 13,018 8,063 15,714 7,607 1,389 1,024 15,439 10,165 105,565 55,280 1,087,928 686,836 2,276 1,517 216,718 145,790 19,614 14,737 48,289 24,382 35,414 24,475 5,057 2,852 3,898 2,234 442 384 453 453 5,624 2,516 426,681 246,100 14,051 7,226 165,489 72,913 1,437 1,023 630 441 88,572 59,645 5,171 3,908 1,873 174 665,384 402,919 19,003 5,485 2,473 1,711 321 249 6,240 2,658 114,895 84,028 692,864 409,688 2,843 1,536 19,453 8,711 86 26 308,893 200,213 45,617 26,326 12,551 9,103

Stock Convergys Corp. Con-way, Inc. Cooper Companies, Inc. (The) Cooper Industries, Inc. Cooper Tire & Rubber Company Copa Holdings SA Copano Energy LLC Copart, Inc. Corcept Therapeutics, Inc. Core Laboratories N.V. CoreLogic, Inc. Corinthian Colleges, Inc. Corn Products International Corning, Incorporated Corporate Office Properties Trust Corrections Corporation of America Cosan Limited Costamare, Inc. CoStar Group, Inc. Costco Wholesale Corp. Cott Corporation Cousins Properties, Inc. Covance Covanta Holding Corporation Coventry Health Care, Inc. Covidien Ltd. Cowen Group, Inc. CPFL Energia SA Cracker Barrel Old Country Store, Inc. Cray, Inc. (New) Credicorp Limited Credit Suisse Group - SPON ADR Cree, Inc. CRH Plc Crocs, Inc. Crosstex Energy, Inc. Crown Castle International Corp. Crown Holdings, Inc. Crucell NV - ADR Crude Carriers Corporation CryptoLogic Limited Crystallex International Corporation CSG Systems International, Inc. CSX Corporation CTC Media, Inc. Ctrip.com International, Ltd. CubeSmart Cubic Corporation Cubist Pharmaceuticals, Inc. Cullen/Frost Bankers, Inc. Cumberland Pharmaceuticals, Inc. Cummins, Inc. Curis, Inc. (New) Curtiss-Wright Corporation Cutera, Inc. CVB Financial Corp. CVR Energy, Inc. CVS Caremark Corporation Cyberonics, Inc. Cymer, Inc. Cypress Bioscience, Inc. Cypress Semiconductor Corporation Cypress Sharpridge Investments, Inc. Cytec Industries, Inc.

CBOE HOLDINGS, INC.

Page 19

Put 418 11,057 7,901 4,353 2,370 1,303 4,704 89,537 4,170 2,745 5,729 81,163 2,608 463,056 773 3,168 16,425 940 4,461 191,934 336 21 5,217 5,077 6,062 35,222 191 4,955 8,107 365 5,274 50,285 401,092 759 70,928 4,877 23,907 10,939 2,205 1,664 58 0 3,108 180,581 6,825 92,576 414 189 28,927 1,263 1,699 262,465 13,518 762 72 3,582 30,867 283,176 1,307 10,742 60 108,680 19,291 3,448

Average Daily Volume Total Call Put 9 7 2 135 91 44 100 69 31 91 74 17 33 23 9 12 7 5 101 82 19 707 351 355 37 21 17 44 33 11 51 28 23 939 617 322 33 23 10 4,610 2,773 1,838 9 6 3 22 9 13 164 99 65 10 6 4 22 4 18 1,563 801 762 8 6 1 1 0 0 42 21 21 88 68 20 77 53 24 474 334 140 47 47 1 52 32 20 62 30 32 6 4 1 61 40 21 419 219 200 4,317 2,726 1,592 9 6 3 860 579 281 78 58 19 192 97 95 141 97 43 20 11 9 15 9 7 2 2 0 2 2 0 22 10 12 1,693 977 717 56 29 27 657 289 367 6 4 2 3 2 1 351 237 115 21 16 5 8 1 7 2,640 1,599 1,042 75 22 54 10 7 3 1 1 0 25 11 14 456 333 122 2,749 1,626 1,124 11 6 5 77 35 43 0 0 0 1,226 794 431 181 104 77 50 36 14



769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832

Standard Symbol CYTK CYTX DNB DHI DDAIF DAKT DAN DHR DNBK DQ DRI DAR DTLK DVA DWSN DPM DCT DDR DF DECK DEER DE DLM DCTH DK DELL DLPH DFG DAL DPTRQ DLX DMD DMAN DNR DNDN DNN DENN XRAY DEPO HXM DEST DB DT DVN DV DEXO DXCM DHT DEO DMND DO DRH DSX DKS DBD DGIT DLR DRIV DGI DDS DIN DIOD DFS DISCK

Contract Volume Total Call 6,784 6,426 86,997 58,042 5,448 3,758 207,107 132,004 3 3 7,679 2,690 45,049 26,778 114,261 78,062 4,810 2,684 1,630 787 85,722 42,492 22,433 14,905 14,743 13,288 43,979 35,299 969 539 9,423 6,571 814 753 9,741 8,413 217,726 120,803 207,854 116,296 132,024 62,029 1,163,712 690,300 181,636 90,268 175,964 113,484 12,161 8,715 1,478,540 851,736 249 118 3,707 1,901 813,605 555,614 15,323 9,087 11,227 6,143 25,601 7,513 8,284 3,203 122,097 98,756 854,144 643,823 58,558 33,707 2,030 1,752 8,379 4,968 93,945 71,177 6,448 3,487 1,234 177 251,718 85,366 14 14 425,390 279,829 30,292 13,279 5,335 4,437 12,746 5,790 4,372 4,010 20,870 12,623 115,640 62,329 275,772 177,055 904 528 57,724 38,956 59,557 33,056 3,995 2,493 26,120 21,219 16,638 11,819 61,215 23,147 3,061 1,909 75,709 41,104 18,204 10,492 10,680 6,968 72,526 37,257 6,338 1,640

Stock Cytokinetics, Incorp. Cytori Therapeutics, Inc. D&B Corp. D.R. Horton, Inc. Daimler AG Daktronics, Inc. Dana Holding Corporation Danaher Corporation Danvers Bancorp, Inc. Daqo New Energy Corporation Darden Restaurants, Inc. Darling International, Inc. Datalink Corporation DaVita, Inc. Dawson Geophysical Company DCP Midstream Partners, LP DCT Industrial Trust, Inc. DDR Corp. Dean Foods Company Deckers Outdoor Corporation Deer Consumer Products Deere & Company Del Monte Foods Company Delcath Systems, Inc. Delek US Holdings, Inc. Dell Computer Corp. Delphi Automotive PLC Delphi Financial Group CL A Delta Air Lines Delta Petroleum Corporation Deluxe Corporation Demand Media, Inc. DemandTec, Inc. Denbury Resources, Inc. Dendreon Corporation Dennison Mines Corporation Denny's Corp. DENTSPLY International, Inc. Depomed, Inc. Desarrolladora Homex S.A. de C.V. Destination Maternity Corp. Deutsche Bank AG Deutsche Telekom AG ADR Devon Energy Corporation DeVRY, Inc. Dex One Corp. Dexcom, Inc. DHT Maritime, Inc. Diageo PLC Diamond Foods, Inc. Diamond Offshore Drilling, Inc. DiamondRock Hospitality Co. Diana Shipping, Inc. Dick's Sporting Goods, Inc. Diebold, Incorporated Digital Generation, Inc. Digital Realty Trust, Inc. Digital River, Inc. DigitalGlobe, Inc. Dillard Department Stores, Inc. (Class A) DineEquity, Inc. Diodes, Incorporated Discover Financial Services Discovery Communications, Inc.

CBOE HOLDINGS, INC.

Page 20

Put 358 28,955 1,690 75,103 0 4,989 18,271 36,199 2,126 843 43,230 7,528 1,455 8,680 430 2,852 61 1,328 96,923 91,558 69,995 473,412 91,368 62,480 3,446 626,804 131 1,806 257,991 6,236 5,084 18,088 5,081 23,341 210,321 24,851 278 3,411 22,768 2,961 1,057 166,352 0 145,561 17,013 898 6,956 362 8,247 53,311 98,717 376 18,768 26,501 1,502 4,901 4,819 38,068 1,152 34,605 7,712 3,712 35,269 4,698

Average Daily Volume Total Call Put 27 26 1 345 230 115 22 15 7 822 524 298 0 0 0 30 11 20 179 106 73 453 310 144 19 11 8 12 6 6 340 169 172 89 59 30 59 53 6 175 140 34 4 2 2 37 26 11 3 3 0 39 33 5 864 479 385 825 461 363 524 246 278 4,618 2,739 1,879 721 358 363 698 450 248 48 35 14 5,867 3,380 2,487 11 5 6 15 8 7 3,229 2,205 1,024 61 36 25 45 24 20 117 34 83 33 13 20 485 392 93 3,389 2,555 835 232 134 99 8 7 1 33 20 14 373 282 90 26 14 12 7 1 6 999 339 660 0 0 0 1,688 1,110 578 120 53 68 28 23 5 51 23 28 17 16 1 83 50 33 459 247 212 1,094 703 392 4 2 1 229 155 74 236 131 105 16 10 6 104 84 19 66 47 19 243 92 151 12 8 5 300 163 137 72 42 31 42 28 15 288 148 140 25 7 19



833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896

Standard Symbol DISCA DISH RDY DLB DOLE DLLR DG DTG DLTR D DPZ UFS DCI RRD DEI DOV DOW DPL DPS DRWI DWA DRC DW DRQ DRYS DST DSW DTE DTSI DD DCO DUK DRE DEP DNKN DGW DFT DUSA DYAX DY BOOM DVOX DYN ETFC EGLE EXP EROC ELNK EWBC EMN EK ETN EV EBAY EBIX ELON SATS ECL ECOL EC EDAP EIX EDMC EDR

Contract Volume Total Call 48,421 22,071 204,407 136,524 5,231 1,354 20,828 10,023 11,552 5,852 1,335 1,088 74,629 54,664 110,066 72,235 136,141 87,120 38,294 20,537 45,276 31,752 34,660 24,906 6,827 4,399 81,409 29,502 1,933 1,181 31,160 17,549 873,413 494,997 314 191 32,366 28,328 31,631 23,681 34,784 18,120 19,904 16,440 146 79 15,944 9,831 811,681 638,529 7,268 4,902 13,697 5,769 4,187 2,644 99 44 796,112 461,058 522 354 144,747 100,306 4,099 3,609 7,510 4,745 19,957 11,929 64,798 18,446 10,160 8,288 2,302 2,019 1,958 1,817 24,949 10,122 4,460 3,149 4,581 3,255 232,926 181,123 418,658 299,683 74,157 40,032 14,675 10,962 14,753 10,271 51,722 45,837 7,348 6,090 47,179 29,575 1,255,667 732,418 112,303 76,086 6,950 3,968 1,200,080 693,207 102,295 45,720 5,030 4,189 2,874 2,153 20,619 12,945 5,371 4,710 13,181 6,637 1,532 1,168 20,582 9,928 56,047 27,761 838 510

Stock Discovery Communications, Inc. Series A DISH Network Corporation Class A Doctor Reddy's Laboratories Limited (New) Dolby Laboratories, Inc. Dole Food Company, Inc. Dollar Financial Corporation Dollar General Corporation Dollar Thrifty Automotive Group, Inc. Dollar Tree, Inc. Dominion Resources, Inc. Domino's Pizza, Inc. Domtar Corporation Donaldson Company, Inc. Donnelley (R.R.) & Sons Company Douglas Emmett, Inc. Dover Corporation Dow Chemical Company (The) DPL, Inc. Dr. Pepper Snapple Group, Inc. DragonWave, Inc. DreamWorks Animation SKG, Inc. Cl A Dresser-Rand Group, Inc. Drew Industries, Inc. Dril-Quip, Inc. DryShip, Inc. DST Systems, Inc. DSW, Inc. DTE Energy Company Holdings DTS, Inc. du Pont (E.I.) de Nemours & Company Ducommun, Incorporated Duke Energy Company Duke-Weeks Realty Investment, Inc. Duncan Energy Partners LP Dunkin Brands Group, Inc. Duoyuan Global Water, Inc. DuPont Fabros Technology, Inc. Dusa Pharmaceuticals, Inc. (New) Dyax Corporation Dycom Industries, Inc. Dynamic Materials Corporation Dynavox, Inc. Dynegy, Inc. E*Trade Financial Corporation Eagle Bulk Shipping, Inc. Eagle Materials, Inc. Eagle Rock Energy Partners Ltd. EarthLink, Inc. East West Bancorp, Inc. Eastman Chemical Company Eastman Kodak Company Eaton Corporation Eaton Vance Corporation eBay, Inc. Ebix, Inc. Echelon Corporation EchoStar Corporation Ecolab, Inc. Ecology, Inc. Ecopetrol SA EDAP TMS SA Edison International Education Management Corporation Education Realty Trust, Inc.

CBOE HOLDINGS, INC.

Page 21

Put 26,350 67,883 3,877 10,805 5,700 247 19,965 37,831 49,021 17,757 13,524 9,754 2,428 51,907 752 13,611 378,416 123 4,038 7,950 16,664 3,464 67 6,113 173,152 2,366 7,928 1,543 55 335,054 168 44,441 490 2,765 8,028 46,352 1,872 283 141 14,827 1,311 1,326 51,803 118,975 34,125 3,713 4,482 5,885 1,258 17,604 523,249 36,217 2,982 506,873 56,575 841 721 7,674 661 6,544 364 10,654 28,286 328

Average Daily Volume Total Call Put 192 88 105 811 542 269 21 5 15 83 40 43 46 23 23 5 4 1 296 217 79 437 287 150 540 346 195 152 81 70 180 126 54 138 99 39 27 17 10 323 117 206 8 5 3 124 70 54 3,466 1,964 1,502 1 1 0 128 112 16 126 94 32 138 72 66 79 65 14 2 1 1 63 39 24 3,221 2,534 687 29 19 9 54 23 31 17 10 6 1 1 1 3,159 1,830 1,330 2 1 1 574 398 176 16 14 2 30 19 11 192 115 77 257 73 184 40 33 7 9 8 1 8 7 1 99 40 59 18 12 5 18 13 5 924 719 206 1,661 1,189 472 294 159 135 58 44 15 59 41 18 205 182 23 29 24 5 187 117 70 4,983 2,906 2,076 446 302 144 28 16 12 4,762 2,751 2,011 406 181 225 20 17 3 11 9 3 82 51 30 21 19 3 52 26 26 7 5 2 82 39 42 222 110 112 3 2 1



897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960

Standard Symbol EW EHTH EJ EP EE EPB ELN EGO EA EFII EMAN EMC EMKR EMS EBS ESC EMR EDE ERJ ELMG ELX EEP ENB ECA ENP WIRE END EXK ENDP ECYT ELGX ENH NDRO HEVV EGN ENR ENER EPL ERII ETE ETP EXXI ES ERF ENI ENS E ENOC ESV ENSG ENTG ETR EPD EPR EGI ENTR ENZ ENZN EOG EPIQ EQT EQU EQIX EQY

Contract Volume Total Call 45,751 21,931 4,465 1,116 13,714 8,310 697,679 534,356 2,066 542 40,446 24,608 415,109 332,067 197,471 135,801 621,202 400,528 4,610 3,339 13,805 11,155 1,356,226 897,039 24,313 22,405 28,934 18,662 1,577 1,339 8,775 4,224 232,139 139,943 654 472 6,191 3,873 6,950 2,516 65,806 42,057 12,178 9,796 15,196 9,064 281,623 186,598 14,230 10,321 10,578 8,217 8,668 5,550 154,459 132,844 61,436 38,559 1,712 778 2,097 1,515 2,940 1,941 598 400 10,678 7,207 3,652 2,667 16,489 9,376 43,696 25,986 2,019 1,556 733 500 25,094 16,915 81,320 49,813 237,503 193,538 10,888 7,383 55,494 44,434 927 603 5,473 2,369 10,096 5,688 39,938 19,691 270,572 171,273 6,322 2,110 36,304 32,094 67,645 34,455 126,429 74,335 4,360 3,003 1,852 1,305 149,893 101,746 1,332 1,125 12,802 10,978 350,456 201,418 279 168 33,037 20,556 465 448 88,179 40,783 7,623 2,124

Stock Edward Lifesciences Corporation eHealth, Inc. E-House China Holdings Ltd. El Paso Corporation El Paso Electric El Paso Pipeline Partners LP Elan Corporation PLC ADR Eldorado Gold Corporation Electronic Arts, Inc. Electronics for Imaging, Inc. eMagin Corporation EMC Corporation EMCORE Corporation (New) Emergency Medical Services Corporation Emergent Biosolutions, Inc. Emeritus Corporation Emerson Electric Company Empire District Electric Company Empresa S.A. EMS Technologies, Inc. Emulex Corporation Enbridge Energy Partners, L.P. Enbridge, Inc. EnCana Corporation Encore Energy Partners LP Encore Wire Corporation Endeavour Int'l. Corp. Endeavour Silver Corporation Endo Pharmaceuticals Holdings, Inc. Endocyte, Inc. Endologix, Inc. Endurance Specialty Holdings Limited Enduro Royalty Trust Ener1, Inc. Energen Corp. Energizer Holdings, Inc. Energy Conversion Devices, Inc. Energy Partners, Ltd. Energy Recovery, Inc. Energy Transfer Equity L.P. Energy Transfer Partners Energy XXI Bermuda Ltd. EnergySolutions, Inc. Enerplus Corporation Enersis S.A. - ADR Enersys Eni S.p.A. EnocNoc, Inc. ENSCO International, Incorporated Ensign Group, Inc. Entegris, Inc. Entergy Corporation Enterprise Products Partners L.P. Entertainment Properties Trust Entrée Gold, Inc. Entropic Communications, Inc. Enzo Biochem, Inc. Enzon Pharmaceuticals, Inc. EOG Resources, Inc. EPIQ Systems, Inc. EQT Corporation Equal Energy Ltd. Equinix, Inc. Equity One, Inc.

CBOE HOLDINGS, INC.

Page 22

Put 23,820 3,349 5,404 163,323 1,524 15,838 83,042 61,670 220,674 1,271 2,650 459,187 1,908 10,272 238 4,551 92,196 182 2,318 4,434 23,749 2,382 6,132 95,025 3,909 2,361 3,118 21,615 22,877 934 582 999 198 3,471 985 7,113 17,710 463 233 8,179 31,507 43,965 3,505 11,060 324 3,104 4,408 20,247 99,299 4,212 4,210 33,190 52,094 1,357 547 48,147 207 1,824 149,038 111 12,481 17 47,396 5,499

Average Daily Volume Total Call Put 182 87 95 18 4 13 54 33 21 2,769 2,120 648 8 2 6 161 98 63 1,647 1,318 330 784 539 245 2,465 1,589 876 18 13 5 55 44 11 5,382 3,560 1,822 96 89 8 115 74 41 6 5 1 35 17 18 921 555 366 3 2 1 25 15 9 28 10 18 261 167 94 48 39 9 60 36 24 1,118 740 377 56 41 16 42 33 9 48 31 17 613 527 86 244 153 91 21 9 11 8 6 2 12 8 4 20 13 7 42 29 14 14 11 4 65 37 28 173 103 70 8 6 2 3 2 1 100 67 32 323 198 125 942 768 174 43 29 14 220 176 44 4 2 1 22 9 12 40 23 17 158 78 80 1,074 680 394 25 8 17 144 127 17 268 137 132 502 295 207 17 12 5 8 5 2 595 404 191 5 4 1 51 44 7 1,391 799 591 1 1 0 131 82 50 6 5 0 350 162 188 30 8 22



961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024

Standard Symbol EQR ERT ERIC ESE ESS EL ETH ESEA EVEP EVR RE EEE ESLRQ EPM EXAS EXAM EXM EXL XCO XLS EXEL EXC XRA XIDE EXPE EXPD ESRX EXPR EXH XG EXR XOM EZCH EZPW FFIV FN FDS FICO FCS FFH FALC FDO DAVE FNM FARO FAST AGM FDML FRT FSS FII FDX FEIC FCH FOE FNF FIS FSC FITB FNGN FNSR FAF FBP FCFS

Contract Volume Total Call Put 32,778 14,598 18,180 125 64 61 98,151 70,832 27,319 2,239 520 1,719 3,791 1,120 2,671 92,752 50,768 41,984 5,969 2,665 3,304 1,898 1,776 122 82,348 61,257 21,091 7,927 5,048 2,879 6,367 3,820 2,547 6,768 4,883 1,885 40,517 22,052 18,465 6,110 4,466 1,644 44,399 28,149 16,250 889 726 163 57,915 36,280 21,635 951 859 92 238,824 181,198 57,626 95 62 33 103,924 64,653 39,271 250,198 166,229 83,969 59,428 54,369 5,059 19,482 16,178 3,304 369,122 251,276 117,846 55,641 27,338 28,303 485,381 294,099 191,282 35,023 24,474 10,549 11,723 8,116 3,607 5,722 4,620 1,102 3,094 1,011 2,083 3,981,181 2,208,141 1,773,040 75,586 60,147 15,439 17,375 12,074 5,301 1,128,914 626,139 502,775 2,334 2,128 206 5,177 3,292 1,885 5,441 3,485 1,956 70,666 43,049 27,617 115 65 50 865 732 133 88,225 51,648 36,577 112 32 80 10,949 3,426 7,523 4,121 2,601 1,520 197,400 118,576 78,824 10,678 7,641 3,037 3,611 2,260 1,351 3,694 1,735 1,959 1,289 944 345 10,090 6,082 4,008 563,455 292,382 271,073 4,530 3,430 1,100 3,195 1,336 1,859 23,024 18,890 4,134 17,333 8,223 9,110 25,019 13,763 11,256 20,206 13,370 6,836 307,659 169,163 138,496 3,434 1,731 1,703 420,196 263,438 156,758 2,954 734 2,220 8,369 2,841 5,528 11,444 6,881 4,563

Stock Equity Residential eRESEARCH Technology, Inc. Ericsson (L.M.) Telephone Co. ADR ESCO Technologies, Inc. Essex Property Trust, Inc. Estee Lauder Companies, Inc. (The) (Class A) Ethan Allen Interiors, Inc. Euroseas Ltd. EV Energy Partners LP Evercore Partners, Inc. Everest Reinsurance Holdings, Inc. Evergreen Energy, Inc. Evergreen Solar, Inc. Evolution Petroleum Corporation Exact Sciences Corporation ExamWorks Group, Inc. Excel Maritime Carriers Ltd. Excel Trust, Inc. EXCO Resources, Inc. Exelis, Inc. Exelixis, Inc. Exelon Corporation Exeter Resource Corporation Exide Technologies, Inc. Expedia, Inc. (New) Expeditors International of Washington, Inc. Express Scripts, Inc.-Cl A Express, Inc. Exterran Holdings, Inc. Extorre Gold Mines Ltd. Extra Space Storage, Inc. Exxon Mobil Corporation EZchip Semiconductor Ltd. EZCORP, Inc. F5 Networks, Inc. Fabrinet FactSet Research Systems, Inc. Fair Isaac Corporation Fairchild Semiconductor Int'l, Inc. Fairfax Financial Holdings Limited FalconStor Software, Inc. Family Dollar Stores, Inc. Famous Dave's of America, Inc. Fannie Mae FARO Technologies, Inc. Fastenal Company Federal Agricultural Mortgage Corporation Federal Mogul Corporation Federal Realty Investment Trust Federal Signal Corporation Federated Investors, Inc.-Cl B FedEx Corporation FEI Company FelCor Lodging Trust, Inc. Ferro Corp. Fidelity National Financial, Inc. Fidelity National Information Services, Inc. Fifth Street Finance Corporation Fifth Third Bancorp. Financial Engines, Inc. Finisar Corporation (New) First American Financial Corp. First Bancorp Puerto Rico First Cash Financial Services, Inc.

CBOE HOLDINGS, INC.

Page 23

Average Daily Volume Total Call Put 130 58 72 0 0 0 389 281 108 9 2 7 15 4 11 368 201 167 24 11 13 8 7 0 327 243 84 31 20 11 25 15 10 27 19 7 161 88 73 24 18 7 176 112 64 14 12 3 230 144 86 4 3 0 948 719 229 2 1 1 412 257 156 993 660 333 236 216 20 77 64 13 1,465 997 468 221 108 112 1,926 1,167 759 139 97 42 47 32 14 54 44 10 12 4 8 15,798 8,762 7,036 300 239 61 69 48 21 4,480 2,485 1,995 28 26 3 21 13 7 22 14 8 280 171 110 0 0 0 3 3 1 350 205 145 0 0 0 43 14 30 16 10 6 783 471 313 42 30 12 14 9 5 15 7 8 5 4 1 40 24 16 2,236 1,160 1,076 18 14 4 13 5 7 91 75 16 69 33 36 99 55 45 80 53 27 1,221 671 550 14 7 7 1,667 1,045 622 12 3 9 33 11 22 45 27 18



1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088

Standard Symbol FCBC FFBC FHN FR FMD FMBI FNFG FSLR FE FMER FISV FVE FSR FLML FLT FLEX FLIR FTK FLO FLS FLR FMC FTI FMCN FMX FL FRPT F FCE/A FRX FST FOR FORM FORR FTNT FIG FBHS FOSL FWLT FTE FRAN FNV FELE BEN FSP FCX FSL RAIL FDP TFM FBR FRG FTR FTO FRO FSII FCN FSYS FCEL FTEK FUQI FURX FBN FSIN

Stock First Community Bancshares, Inc. First Financial Bancorp First Horizon National Corporation First Industrial Realty Trust First Marblehead Corporation First Midwest Bancorp, Inc. First Niagara Financial Group, Inc. First Solar, Inc. FirstEnergy Corp. FirstMerit Corporation FIserv, Inc. Five Star Quality Care, Inc. Flagstone Reinsurance Holdings Flamel Technologies S.A., ADS FleetCor Technologies, Inc. Flextronics International Ltd. FLIR Systems, Inc. Flotek Industries, Inc. Flowers Industries, Inc. Flowserve Corporation Fluor Corporation (New) FMC Corporation FMC Technologies, Inc. Focus Media Holding Limited Fomento Economico Mexicano S.A.B. Foot Locker, Inc. Force Protecton, Inc. Ford Motor Company Forest City Enterprises, Inc. Forest Laboratories, Inc. Forest Oil Corporation Forestar Real Estate Group, Inc. FormFactor, Inc. Forrester Research, Inc. Fortinet, Inc. Fortress Investment Group LLC Fortune Brands Home & Security, Inc. Fossil, Inc. Foster Wheeler AG France Telecom, ADR Francesca's Holding Corp. Franco-Nevada Corporation Franklin Electric Co., Inc. Franklin Resources, Inc. Franklin Street Properties Corporation Freeport-McMoRan Copper & Gold Co., Inc. (Class B) Freescale Semiconductor, Inc. Freightcar America, Inc. Fresh Del Monte Products, Inc. Fresh Market, Inc. Friedman, Billings, Ramsey Group, Inc. Fronteer Development Group Frontier Communications Corporation Frontier Oil Corporation Frontline Limited FSI International, Inc. FTI Consulting, Inc. Fuel Systems Solutions, Inc. FuelCell Energy, Inc. Fuel-Tech N.V. Fuqi International, Inc. Furiex Pharmaceuticals, Inc. Furniture Brands International, Inc. Fushi Coppenweld, Inc.

CBOE HOLDINGS, INC.

Page 24

Contract Volume Call Put 124 0 124 2,391 674 1,717 48,838 11,218 37,620 8,982 7,363 1,619 998 998 0 4,369 753 3,616 8,828 6,265 2,563 1,355,163 627,606 727,557 115,012 75,639 39,373 7,560 2,512 5,048 15,365 11,197 4,168 12,365 4,477 7,888 225 225 0 3,775 2,387 1,388 2,897 2,140 757 72,685 50,635 22,050 10,702 7,190 3,512 76,573 63,451 13,122 5,779 3,312 2,467 36,867 18,414 18,453 223,729 143,323 80,406 6,539 3,478 3,061 27,563 13,138 14,425 453,313 208,901 244,412 5,623 4,283 1,340 54,890 40,006 14,884 14,740 13,285 1,455 8,090,971 5,491,016 2,599,955 1,298 444 854 152,626 96,623 56,003 157,836 95,151 62,685 1,734 1,271 463 34,857 26,558 8,299 274 48 226 166,150 98,967 67,183 46,680 33,970 12,710 875 574 301 95,071 43,314 51,757 176,143 108,093 68,050 24,126 15,544 8,582 1,577 1,074 503 3,194 692 2,502 3,173 2,250 923 55,813 21,713 34,100 1,213 1,111 102 3,860,551 2,221,033 1,639,518 19,412 5,155 14,257 5,209 3,385 1,824 2,332 1,228 1,104 9,449 5,224 4,225 22,720 6,389 16,331 14,028 11,424 2,604 132,705 58,496 74,209 96,297 64,595 31,702 211,175 124,847 86,328 3,349 3,100 249 30,308 14,685 15,623 22,012 11,103 10,909 11,504 9,428 2,076 3,054 1,824 1,230 26,103 14,931 11,172 197 145 52 1,854 525 1,329 61,825 33,150 28,675 Total

Average Daily Volume Total Call Put 0 0 0 9 3 7 194 45 149 36 29 6 4 4 0 17 3 14 35 25 10 5,378 2,491 2,887 456 300 156 30 10 20 61 44 17 49 18 31 3 3 0 15 9 6 12 9 3 288 201 88 42 29 14 304 252 52 23 13 10 146 73 73 888 569 319 26 14 12 109 52 57 1,799 829 970 22 17 5 218 159 59 58 53 6 32,107 21,790 10,317 5 2 3 606 383 222 626 378 249 7 5 2 138 105 33 1 0 1 659 393 267 185 135 50 14 9 5 377 172 205 699 429 270 96 62 34 25 17 8 73 16 57 13 9 4 221 86 135 5 4 0 15,320 8,814 6,506 77 20 57 21 13 7 9 5 4 37 21 17 90 25 65 56 45 10 527 232 294 382 256 126 838 495 343 13 12 1 120 58 62 87 44 43 46 37 8 12 7 5 104 59 44 1 1 0 7 2 5 245 132 114



1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152

Standard Symbol FIO FXEN GFA GALE GME GCI GPS GDI GRMN IT GST GMT GET GNK GY BGC GNCMA GD GE GGP GMRRQ GIS GMO GM GSI GWR GEL GNE GHDX GEN GXDX G GPRO GNTX GTIV GPC GNW GENZ GEOY GOK GEOI GGC GRB GGB GERN GTY GFIG GA GIGM GIII GIL GILD GIVN GBCI GLAD GSK GRT GCA GLBC GLBL GLP GPN GLPW GSM

Contract Volume Total Call Put 107,720 65,155 42,565 31,183 24,326 6,857 10,130 7,239 2,891 14,883 11,405 3,478 283,897 187,813 96,084 108,388 55,954 52,434 288,106 165,037 123,069 6,263 3,975 2,288 213,820 105,147 108,673 2,165 1,121 1,044 24,548 20,004 4,544 4,286 2,774 1,512 5,489 3,334 2,155 234,454 136,429 98,025 2,176 1,713 463 46,149 23,216 22,933 490 347 143 164,445 100,163 64,282 6,963,743 4,146,750 2,816,993 77,983 48,546 29,437 27,456 14,226 13,230 367,923 235,469 132,454 35,944 27,564 8,380 2,684,331 1,644,362 1,039,969 1,897 1,332 565 3,851 2,643 1,208 4,983 3,009 1,974 1,588 1,556 32 7,419 2,840 4,579 48,440 37,569 10,871 10,573 7,600 2,973 1,345 544 801 86,031 67,125 18,906 16,058 8,325 7,733 6,656 5,175 1,481 11,704 9,947 1,757 416,213 293,967 122,246 568,482 296,443 272,039 6,697 5,336 1,361 16,956 16,313 643 21,701 15,293 6,408 8,565 6,756 1,809 1,373 147 1,226 105,138 49,686 55,452 71,889 50,974 20,915 37,908 21,553 16,355 1,339 1,012 327 31,769 23,010 8,759 8,967 7,244 1,723 15,345 9,463 5,882 16,945 6,142 10,803 775,795 484,616 291,179 2,982 2,267 715 1,891 1,431 460 3,145 2,166 979 109,559 58,760 50,799 5,408 2,774 2,634 1,296 709 587 13,674 10,517 3,157 9,671 6,294 3,377 2,934 2,317 617 5,946 4,266 1,680 1,652 897 755 29,486 21,709 7,777

Stock Fusion-io, Inc. FX Energy, Inc. Gafisa S.A. Galena Biopharma, Inc GameStop Corporation Gannett Company, Inc. Gap, Inc. (The) Gardner Denver, Inc. Garmin Ltd. Gartner, Inc., Class A Gastar Exploration Ltd. GATX Corporation Gaylord Entertainment Company Genco Shipping & Trading Ltd. GenCorp, Inc. General Cable Corporation General Communications, Inc. General Dynamics Corporation General Electric Company General Growth Properties, Inc. General Maritime Corporation General Mills, Inc. General Moly, Inc. General Motors Corporation General Steel Holdings, Inc. Genesee & Wyoming, Inc. Genesis Energy, LP Genie Energy Ltd. Genomic Health, Inc. GenOn Energy, Inc. Genoptix, Inc. Genpact Limited Gen-Probe, Incorporated Gentex Corporation Gentiva Health Services, Inc. (New) Genuine Parts Company Genworth Financial, Inc. Genzyme Corporation GeoEye, Inc. Geokinetics, Inc. Georesources, Inc. Georgia Gulf Corporation Gerber Scientific, Inc. Gerdau S.A. Geron Corporation Getty Realty Corporation GFI Group, Inc. (New) Giant Interactive Group, Inc. GigaMedia Ltd. G-III Apparel Group, Inc. Gildan Activewear, Inc. Gilead Sciences, Inc. Given Imaging Ltd. Glacier Bancorp, Inc. Gladstone Capital Corporation GlaxoSmithKline plc ADR Glimcher Realty Trust Global Cash Access Holdings, Inc. Global Crossing Ltd. (New) Global Industries Ltd. Global Partners LP Global Payments, Inc. Global Power Equipment Group, Inc. Globe Specialty Metals, Inc.

CBOE HOLDINGS, INC.

Page 25

Average Daily Volume Total Call Put 786 476 311 124 97 27 40 29 11 59 45 14 1,127 745 381 430 222 208 1,143 655 488 25 16 9 848 417 431 9 4 4 97 79 18 17 11 6 22 13 9 930 541 389 9 7 2 183 92 91 2 1 1 653 397 255 27,634 16,455 11,179 309 193 117 109 56 53 1,460 934 526 143 109 33 10,652 6,525 4,127 8 5 2 15 10 5 20 12 8 40 39 1 29 11 18 192 149 43 42 30 12 5 2 3 341 266 75 64 33 31 26 21 6 46 39 7 1,652 1,167 485 2,256 1,176 1,080 27 21 5 67 65 3 86 61 25 34 27 7 5 1 5 417 197 220 285 202 83 150 86 65 5 4 1 126 91 35 36 29 7 62 38 24 67 24 43 3,079 1,923 1,155 12 9 3 8 6 2 12 9 4 435 233 202 21 11 10 5 3 2 54 42 13 38 25 13 12 10 3 24 17 7 8 4 4 147 108 39



1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216

Standard Symbol GLUU GMXR GNC GOL GLNG GFI GORO GG AUMN GSS GR GDP GT GOOG GPP GTI GRM GWW GKK GTE LOPE GVA GPK GAP GLDD GXP GB GDOT GMCR GPRE GHL GEF GFF GPI GRPN ASR TV GSIC GTAT GTXI GES GURE GLF GPOR GU HAE HAIN HAL HALO HBHC HBI HNSN HANS HSOL HRBN HOG HAR HLIT HMY HRS HWD HHS HIG HNR

Contract Volume Total Call Put 58,472 51,802 6,670 71,183 45,286 25,897 9,506 6,321 3,185 5,674 2,875 2,799 34,813 25,005 9,808 180,389 127,622 52,767 67,362 39,432 27,930 1,301,843 908,386 393,457 17,354 11,220 6,134 37,698 28,661 9,037 100,910 62,459 38,451 40,146 27,646 12,500 392,531 224,564 167,967 4,373,689 2,479,265 1,894,424 6,658 2,353 4,305 17,785 11,857 5,928 9,085 5,673 3,412 28,654 13,357 15,297 16,196 8,581 7,615 35,041 22,051 12,990 17,531 13,190 4,341 7,153 3,103 4,050 170 169 1 556 0 556 3,832 3,001 831 4,014 2,118 1,896 6,374 1,627 4,747 34,945 16,215 18,730 1,070,251 535,234 535,017 10,660 9,547 1,113 10,512 3,454 7,058 1,916 1,023 893 3,797 3,458 339 5,403 4,229 1,174 127,702 62,343 65,359 3,322 2,117 1,205 6,710 2,278 4,432 65,550 43,025 22,525 140,404 89,808 50,596 17,138 7,762 9,376 151,478 107,882 43,596 82,196 39,746 42,450 3,388 2,215 1,173 49,057 38,777 10,280 11,859 7,666 4,193 1,337 827 510 23,170 19,013 4,157 1,868,471 1,103,707 764,764 29,165 22,403 6,762 1,960 1,465 495 39,867 26,038 13,829 34,797 27,477 7,320 163,963 110,050 53,913 60,439 47,848 12,591 1,211,514 622,757 588,757 235,514 137,709 97,805 23,047 13,610 9,437 24,631 17,383 7,248 73,601 51,752 21,849 19,348 13,568 5,780 18,601 6,211 12,390 8,842 6,427 2,415 547,793 321,708 226,085 95,845 74,315 21,530

Stock Glu Mobile, Inc. GMX Resources, Inc. GNC Holdings, Inc. Gol Linhas Aereas Inteligentes S.A. Golar LNG Ltd. Gold Fields Limited Gold Resource Corporation Goldcorp, Inc. Golden Minerals Co. Golden Star Resources Ltd. Goodrich Corporation Goodrich Petroleum Corporation Goodyear Tire & Rubber Company (The) Google, Inc. Government Properties Trust, Inc. GrafTech International Ltd. Graham Packaging Co., Inc. Grainger (W.W.), Inc. Gramercy Capital Corp. Gran Tierra Energy, Inc. Grand Canyon Education, Inc. Granite Construction, Inc. Graphic Packaging Holding Co. Great Atlantic & Pacific Tea Company, Inc. (The) Great Lakes Dredge & Dock Great Plains Energy, Incorporated Greatbatch, Inc. Green Dot Corporation Green Mountain Coffee Roasters, Inc. Green Plains Renewable Energy, Inc. Greenhill & Co., Inc. Greif, Inc. Griffon Corporation (New) Group 1 Automotive, Inc. Groupon, Inc. Grupo Aeroportuario Grupo Televisa S.A. ADR GSI Commerce, Inc. GT Advanced Technologies, Inc. GTx, Inc. Guess?, Inc. Gulf Resources, Inc. GulfMark Offshore, Inc. Gulfport Energy Corporation Gushan Environmental Energy Limited Haemonetics Corporation Hain Food Group, Inc. Halliburton Company Halozyme Therapeutics, Inc. Hancock Holding Company Hanesbrands, Inc. Hansen Medical, Inc. Hansen Natural Corporation Hanwha SolarOne Co., Ltd. Harbin Electric, Inc. Harley-Davidson, Inc. Harman International Industries, Incorporated Harmonic, Inc. Harmony Gold Mining Company Limited Harris Corporation Harry Winston Diamond Corporation Harte-Hanks, Inc. Hartford Financial Services Group, Inc.(The) Harvest Natural Resources, Inc.

CBOE HOLDINGS, INC.

Page 26

Average Daily Volume Total Call Put 280 248 32 282 180 103 54 36 18 23 11 11 138 99 39 716 506 209 267 156 111 5,166 3,605 1,561 69 45 24 150 114 36 400 248 153 159 110 50 1,558 891 667 17,356 9,838 7,518 26 9 17 71 47 24 36 23 14 114 53 61 64 34 30 139 88 52 70 52 17 28 12 16 1 1 0 2 0 2 15 12 3 16 8 8 25 6 19 139 64 74 4,247 2,124 2,123 42 38 4 42 14 28 8 4 4 15 14 1 21 17 5 3,870 1,889 1,981 13 8 5 27 9 18 260 171 89 557 356 201 68 31 37 601 428 173 326 158 168 13 9 5 195 154 41 47 30 17 5 3 2 92 75 16 7,415 4,380 3,035 116 89 27 8 6 2 158 103 55 138 109 29 651 437 214 240 190 50 4,808 2,471 2,336 935 546 388 91 54 37 98 69 29 292 205 87 77 54 23 75 25 50 35 26 10 2,174 1,277 897 380 295 85



1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280

Standard Symbol HAS HTS HA HAYN HCA HCP HDB HW HCN HMA HNT HR HCSG HLS HS HWAY HPY HTWR HEK HL HEI HNZ HELE HLX HP HLF HERO HRLY HT HTZ HES HPQ HXL HGG HIBB HIW HIL HTH HRC HIMX IHS HIT HITK HITT HMSY HOKU HFC HOLX HOMB HD HMIN HME HMC HON HMN HRZL HRL HOS ZINC HSP HPT HST HOTT HI

Contract Volume Total Call Put 62,598 36,121 26,477 71,768 50,457 21,311 11,316 9,943 1,373 6,271 4,201 2,070 82,663 50,133 32,530 19,096 8,170 10,926 12,310 7,892 4,418 14,350 11,529 2,821 25,743 14,779 10,964 30,181 15,991 14,190 17,182 13,028 4,154 747 489 258 2,909 1,864 1,045 32,846 17,299 15,547 23,364 12,867 10,497 872 632 240 631 319 312 19,928 14,430 5,498 110,484 90,348 20,136 940,436 728,289 212,147 1,760 914 846 58,151 37,237 20,914 3,555 2,474 1,081 39,971 26,593 13,378 71,616 36,934 34,682 101,400 60,014 41,386 122,292 86,622 35,670 3,097 673 2,424 5,188 4,128 1,060 112,690 85,058 27,632 547,679 323,391 224,288 2,477,963 1,435,377 1,042,586 11,688 9,802 1,886 27,805 18,618 9,187 3,596 2,340 1,256 625 460 165 4,398 3,078 1,320 1,139 883 256 2,665 1,633 1,032 4,110 2,082 2,028 5,285 3,651 1,634 14,356 9,330 5,026 17,553 12,108 5,445 1,928 1,340 588 2,413 1,393 1,020 3,483 1,652 1,831 144,468 84,470 59,998 55,593 37,545 18,048 86 24 62 953,242 554,898 398,344 17,284 6,202 11,082 2,604 2,164 440 20,430 11,694 8,736 497,308 283,427 213,881 1,944 559 1,385 8,148 5,059 3,089 8,476 3,156 5,320 12,010 6,213 5,797 5,733 4,446 1,287 53,405 31,563 21,842 18,353 10,931 7,422 60,906 22,068 38,838 11,099 8,262 2,837 3,402 2,014 1,388

Stock Hasbro, Inc. Hatteras Financial Corporation Hawaiian Holdings, Inc Haynes International, Inc. HCA Holdings, Inc. HCP, Inc. HDFC Bank Ltd. Headwaters, Incorporated Health Care REIT, Inc. Health Management Associates, Inc. (Class A) Health Net, Inc. Healthcare Realty Trust, Inc. Healthcare Services Group, Inc. Healthsouth Corp. Healthspring, Inc. Healthways, Inc. Heartland Payment Systems, Inc. HeartWare International, Inc. Heckmann Corporation Hecla Mining Company HEICO Corporation Heinz (H.J.) Company Helen of Troy Ltd. Helix Energy Solutions Group, Inc. Helmerich & Payne, Inc. Herbalife Ltd. Hercules Offshore, Inc. Herley Industries, Inc. Hersha Hospitality Trust Hertz Global Holdings, Inc. Hess Corporation Hewlett-Packard Company Hexcel Corporation (New) hhgregg, Inc. Hibbett Sports, Inc. Highwoods Properties, Inc. Hill International, Inc. Hilltop Holdings, Inc. Hil-Rom Holdings, Inc. Himax Technologies, Inc. HIS, Inc. Hitachi Ltd. ADR Hi-Tech Pharmacal Co., Inc. Hittite Microwave Corporation HMS Holdings Corporation Hoku Scientific, Inc. HollyFrontier Corporation Hologic, Inc. Home Bancshares, Inc. Home Depot, Inc. (The) Home Inns & Hotels Management, Inc. Home Properties, Inc. Honda Motor Company, Ltd. ADR Honeywell International, Inc. Horace Mann Educators Corporation Horizon Lines, Inc. Hormel Foods Corporation Hornbeck Offshore Services, Inc. Horsehead Holding Corporation Hospira, Inc. Hospitality Properties Trust Host Hotels & Resorts, Inc. Hot Topic, Inc. Household International, Inc.

CBOE HOLDINGS, INC.

Page 27

Average Daily Volume Total Call Put 248 143 105 285 200 85 45 39 5 25 17 8 413 251 163 76 32 43 49 31 18 57 46 11 102 59 44 120 63 56 68 52 16 3 2 1 12 7 4 130 69 62 93 51 42 3 3 1 3 1 1 79 57 22 438 359 80 3,732 2,890 842 7 4 3 231 148 83 14 10 4 159 106 53 284 147 138 402 238 164 485 344 142 12 3 10 21 16 4 447 338 110 2,173 1,283 890 9,833 5,696 4,137 46 39 7 110 74 36 14 9 5 2 2 1 17 12 5 5 4 1 11 6 4 16 8 8 21 14 6 57 37 20 70 48 22 8 5 2 10 6 4 14 7 7 573 335 238 221 149 72 1 0 1 3,783 2,202 1,581 69 25 44 10 9 2 81 46 35 1,973 1,125 849 8 2 5 32 20 12 34 13 21 48 25 23 23 18 5 212 125 87 73 43 29 242 88 154 44 33 11 14 8 6



1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344

Standard Symbol HUSA HOV HHC HBC HSNI HNP HUBG HUB/B HCBK HPP HGT HGSI HUM JBHT HBAN HII HUN HURN HTCH H HDY IACI IAG IBKC IBN ICLR ICON IDIX INVE IEX IDXX IDT IGTE IGOI IIVI ITW ILMN IMAX IMMR BLUD IMGN IMMU IPXL IFT IMO IPSU INCY IFN NRGY INFN INFA INFY ING IR IM INHX IRC IPHS IPHI NSIT ISIG NSP ISPH PODD

Contract Volume Total Call 40,261 33,698 78,323 37,761 20,528 13,723 447,760 185,600 19,848 11,766 6,469 3,878 3,067 1,053 1,150 620 89,349 51,889 751 469 6,009 4,595 650,078 415,861 152,667 72,372 23,040 15,136 232,453 151,076 5,922 1,579 188,874 135,637 779 493 2,647 1,235 3,811 2,262 143,852 109,363 29,322 19,010 138,648 84,707 844 273 126,027 58,332 652 517 3,253 2,119 26,873 17,216 4,382 3,885 746 579 3,995 1,508 27,211 16,002 16,459 11,673 1,972 1,774 11,330 7,239 167,047 112,739 92,975 49,282 130,192 92,400 5,341 4,277 15,799 9,152 33,551 25,902 126,217 100,804 18,521 13,954 12,386 5,046 3,107 1,972 22,701 15,545 43,636 24,976 31,317 15,457 22,410 14,204 95,152 61,739 70,884 37,782 152,867 62,904 73,384 39,595 138,333 86,106 13,385 9,894 32,698 16,673 2,348 761 4,044 2,582 4,144 3,383 2,592 1,915 13,248 9,103 2,708 1,813 32,597 27,966 22,114 19,535

Stock Houston American Energy Corporation Hovnanian Enterprises, Inc. Howard Hughes Corporation HSBC Holdings plc HSN, Inc. Huaneng Power International, Inc. Hub Group, Inc. Hubbell, Incorporated Hudson City Bancorp, Inc. Hudson Pacific Properties, Inc. Hugoton Royalty Trust Human Genome Sciences, Inc. Humana, Inc. Hunt (J.B.) Transport Services, Inc. Huntington Bancshares, Inc. Huntington Ingalls Industries, Inc. Huntsman Corporation Huron Consulting Group, Inc. Hutchinson Technology, Inc. Hyatt Hotel Corporation Hyperdynamics Corporation IAC/InterActiveCorp IAMGOLD Corporation IberiaBank Corporation ICICI Bank Limited ICON PLC (New) Iconix Brand Group, Inc. Idenix Pharmaceuticals, Inc. Identive Group, Inc. IDEX Corporation IDEXX Laboratories, Inc. IDT Corp. iGate Corp. iGO, Inc. II-VI, Incorporated Illinois Tool Works, Inc. Illumina, Inc. Imax Corporation Immersion Corporation (New) Immucor, Inc. ImmunoGen, Inc. Immunomedics, Inc. Impax Laboratories, Inc. Imperial Holdings, Inc. Imperial Oil Ltd. Imperial Sugar Company Incyte Corporation India Fund, Inc. Inergy, L.P. Infinera Corporation Informatica Corporation Infosys Limited ING Groep NV Ingersoll-Rand Company Ingram Micro, Inc. (New) Inhibitex, Inc. Inland Real Estate Corporation Innophos Holdings, Inc. Inphi Corp. Insight Enterprises Insignia Systems, Inc. Insperity, Inc. Inspire Pharmaceuticals, Inc. Insulet Corporation

CBOE HOLDINGS, INC.

Page 28

Put 6,563 40,562 6,805 262,160 8,082 2,591 2,014 530 37,460 282 1,414 234,217 80,295 7,904 81,377 4,343 53,237 286 1,412 1,549 34,489 10,312 53,941 571 67,695 135 1,134 9,657 497 167 2,487 11,209 4,786 198 4,091 54,308 43,693 37,792 1,064 6,647 7,649 25,413 4,567 7,340 1,135 7,156 18,660 15,860 8,206 33,413 33,102 89,963 33,789 52,227 3,491 16,025 1,587 1,462 761 677 4,145 895 4,631 2,579

Average Daily Volume Total Call Put 160 134 26 311 150 161 81 54 27 1,777 737 1,040 79 47 32 26 15 10 12 4 8 5 2 2 355 206 149 3 2 1 24 18 6 2,580 1,650 929 606 287 319 91 60 31 922 600 323 31 8 23 750 538 211 3 2 1 11 5 6 15 9 6 571 434 137 116 75 41 550 336 214 3 1 2 500 231 269 3 2 1 13 8 5 107 68 38 27 24 3 3 2 1 16 6 10 108 64 44 65 46 19 9 8 1 45 29 16 663 447 216 369 196 173 517 367 150 21 17 4 63 36 26 133 103 30 501 400 101 73 55 18 52 21 31 12 8 5 90 62 28 173 99 74 124 61 63 89 56 33 378 245 133 281 150 131 607 250 357 291 157 134 549 342 207 53 39 14 130 66 64 9 3 6 16 10 6 23 19 4 10 8 3 53 37 17 11 7 4 129 111 18 88 78 10



1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408

Standard Symbol ISYS IDTI ISSI TEG INTC IBKR ICLK IHG ICE IDCC IN ITMN IBM ICO IFF IGT IP IRF ISCA IOC IPG ISIL IILG INXN IVAC INTL IL IPI INTU ISRG IVC INVN SNAK IVZ ITG ISBC IRET IO IPGP IRDM IRIS IRBT IRM IRWD ISIS ISS ISTA SFI ITRI ITT ESI IVAN IVN JCG JCOM JASO JBL JKHY JBX JHTXQ JEC JAG JAKK JRCC

Contract Volume Call Put 338 166 172 33,510 27,632 5,878 4,468 3,805 663 3,909 2,999 910 5,869,436 3,507,862 2,361,574 64,960 19,721 45,239 6,950 6,448 502 1,638 1,199 439 109,159 63,823 45,336 763,724 538,012 225,712 3,015 2,435 580 310,473 234,754 75,719 2,236,547 1,162,412 1,074,135 187,844 150,297 37,547 23,292 15,654 7,638 78,070 51,342 26,728 499,887 266,785 233,102 4,829 2,020 2,809 1,753 1,035 718 410,841 241,396 169,445 94,795 41,433 53,362 46,472 25,081 21,391 114 75 39 1,128 498 630 1,088 785 303 1,337 838 499 72,359 34,338 38,021 126,019 82,986 43,033 97,211 59,827 37,384 208,303 127,599 80,704 2,156 1,422 734 3,394 895 2,499 1,098 948 150 112,509 73,599 38,910 14,430 8,552 5,878 20 20 0 1,389 455 934 51,997 33,894 18,103 23,694 11,324 12,370 23,766 15,741 8,025 444 245 199 7,683 5,059 2,624 87,249 38,892 48,357 19,267 17,485 1,782 24,144 15,882 8,262 12,761 5,060 7,701 22,035 16,756 5,279 196,032 115,949 80,083 33,818 16,705 17,113 119,471 71,640 47,831 158,973 77,690 81,283 8,116 7,524 592 215,054 137,192 77,862 75,856 59,434 16,422 8,049 4,489 3,560 223,049 157,265 65,784 120,608 68,712 51,896 1,025 867 158 9,325 6,114 3,211 44,001 15,662 28,339 95,840 34,384 61,456 92,110 60,183 31,927 1,288 1,062 226 107,543 76,441 31,102

Stock

Total

Integral Systems, Inc. Integrated Device Technology, Inc. Integrated Silicon Solution (New) Integrys Energy Group, Inc. Intel Corporation Interactive Brokers Group, Inc. interCLICK, Inc. Intercontinental Hotels Group PLC IntercontinentalExchange, Inc. InterDigital, Inc. Intermec, Inc. InterMune, Inc. International Business Machines Corporation International Coal Group, Inc. International Flavors & Fragrances, Inc. International Game Technology International Paper Company International Rectifier Corporation International Speedway Corp. InterOil Corporation Interpublic Group of Companies, Inc. (The) Intersil Corporation Interval Leisure Group, Inc. Interxion Holding NV Intevac, Inc. INTL FCStone, Inc. IntraLinks Holdings, Inc. Intrepid Potash, Inc. Intuit Corporation Intuitive Surgical, Inc. Invacare Corporation InvenSense, Inc. Inventure Foods, Inc. Invesco PLC Investment Technology Group (New) Investors Bancorp, Inc. Investors Real Estate Trust ION Geophysical Corp. IPG Photonics Corporation Iridium Communications, Inc. IRIS International, Inc. iRobot Corporation (New) Iron Mountain, Inc. Ironwood Pharmaceuticals, Inc. Isis Pharmaceuticals, Inc. iSoftstone holdings Ltd. Ista Pharmaceuticals, Inc. iStar Financial, Inc. Itron, Inc. ITT Corporation ITT Educational Services, Inc. Ivanhoe Energy, Inc. Ivanhoe Mines Ltd. J. Crew Group, Inc. j2 Global Communications, Inc. JA Solar holdings Co., Ltd. Jabil Circuit, Inc. Jack Henry & Associates, Inc. Jack in the Box, Inc. Jackson Hewitt Tax Service, Inc. Jacobs Engineering Group, Inc. Jaguar Mining, Inc. JAKKS Pacific, Inc. James River Coal Company

CBOE HOLDINGS, INC.

Page 29

Average Daily Volume Total Call Put 1 1 1 133 110 23 18 15 3 16 12 4 23,291 13,920 9,371 258 78 180 28 26 2 7 5 2 433 253 180 3,031 2,135 896 12 10 2 1,232 932 300 8,875 4,613 4,262 745 596 149 92 62 30 310 204 106 1,984 1,059 925 19 8 11 7 4 3 1,630 958 672 376 164 212 184 100 85 0 0 0 5 2 3 4 3 1 5 3 2 338 160 178 500 329 171 386 237 148 827 506 320 9 6 3 424 112 312 4 4 1 446 292 154 57 34 23 0 0 0 6 2 4 206 135 72 94 45 49 94 62 32 2 1 1 30 20 10 346 154 192 76 69 7 96 63 33 51 20 31 87 66 21 778 460 318 134 66 68 474 284 190 631 308 323 32 30 2 853 544 309 301 236 65 32 18 14 885 624 261 479 273 206 4 3 1 37 24 13 175 62 112 380 136 244 366 239 127 5 4 1 427 303 123



1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472

Standard Symbol JNS JAH JAZZ JDSU JEF JBLU DATE JKS JST JIVE JAS JNJ JCI JNY JLL JOSB JOY JPM JNPR LRN KALU KAMN KNDI KSU KS KAR KDN KBH KBR KGN K KEM KMPR KNDL KMT KCP KERX KEG KEY KEYN KEYW KRC KMB KIM KMP KMR KMI KND KCI KG KGC KEX KIRK KITD KKR KFN KLAC KCG KNX VLCCF KNL KOG KCAP KSS

Contract Volume Total Call Put 25,890 7,981 17,909 12,345 6,537 5,808 39,138 23,370 15,768 829,164 552,268 276,896 319,872 109,710 210,162 143,883 110,151 33,732 6,616 3,861 2,755 131,646 77,899 53,747 11,090 3,582 7,508 80 0 80 2,233 983 1,250 1,567,802 891,203 676,599 153,841 91,220 62,621 24,233 19,576 4,657 8,342 4,394 3,948 23,778 13,341 10,437 444,780 255,528 189,252 6,879,481 3,683,778 3,195,703 726,286 438,787 287,499 10,950 2,768 8,182 3,760 2,776 984 7,756 5,340 2,416 18,775 11,954 6,821 26,794 19,188 7,606 10,046 7,349 2,697 164 56 108 2,118 1,159 959 261,765 148,133 113,632 32,196 19,250 12,946 7,228 5,263 1,965 75,645 41,917 33,728 26,307 19,566 6,741 715 314 401 4,298 2,584 1,714 7,813 5,394 2,419 3,147 1,408 1,739 132,006 67,666 64,340 22,155 14,784 7,371 178,510 115,142 63,368 580 128 452 22,012 4,123 17,889 2,106 1,487 619 216,508 150,226 66,282 14,403 9,928 4,475 195,408 105,054 90,354 11,452 8,328 3,124 73,244 42,222 31,022 20,743 15,417 5,326 67,415 53,587 13,828 1,307 992 315 944,693 756,422 188,271 2,947 2,378 569 4,868 2,044 2,824 25,099 12,885 12,214 52,504 36,218 16,286 59,264 35,709 23,555 177,465 95,781 81,684 15,033 7,791 7,242 3,183 2,640 543 10,874 5,343 5,531 3,759 2,505 1,254 298,931 226,489 72,442 2,023 1,203 820 245,091 128,774 116,317

Stock Janus Capital Group, Inc. Jarden Corporation Jazz Pharmaceuticals, Inc. JDS Uniphase Corp. Jefferies Group, Inc.(New) JetBlue Airways Corporation Jiayuan.com Int'l Ltd. Jinkosolar Holding Company Jinpan International Ltd. Jive Software, Inc. Jo-Ann Stores, Inc. Class A Johnson & Johnson Johnson Controls, Inc. Jones Apparel Group, Inc. Jones Lang LaSalle, Inc. Jos. A. Bank Clothiers, Inc. Joy Global, Inc. JPMorgan Chase & Co. Juniper Networks, Inc. K12, Inc. Kaiser Aluminum Corp. Kaman Corporation Kandi Technologies Corp. Kansas City Southern Industries, Inc. KapStone Paper and Packaging Corporation KAR Auction Services, Inc. Kaydon Corporation KB HOME KBR, Inc. Keegan Resources, Inc. Kellogg Company KEMET Corporation Kemper Corporation Kendle International, Inc. Kennametal, Inc. Kenneth Cole Productions, Inc. Keryx Biopharmaceuticals, Inc. Key Energy Services, Inc. KeyCorp Keynote Systems, Inc. Keyw Holding Corporation Kilroy Realty Corp. Kimberly-Clark Corporation Kimco Realty Corporation Kinder Morgan Energy Partners Kinder Morgan Management Kinder Morgan, Inc. Kindred Healthcare, Inc. Kinetic Concepts, Inc. King Pharmaceuticals, Inc. Kinross Gold Corporation Kirby Corporation Kirkland's, Inc. KIT Digital, Inc. KKR & Co. L.P. KKR Financial Corp. KLA-Tencor Corporation Knight Capital Group, Inc. Knight Transporation, Inc. Knightsbridge Tankers Ltd. Knoll, Inc. Kodiak Oil & Gas Corporation Kohlberg Capital Corporation Kohl's Corporation

CBOE HOLDINGS, INC.

Page 30

Average Daily Volume Total Call Put 103 32 71 49 26 23 155 93 63 3,290 2,192 1,099 1,269 435 834 571 437 134 45 26 19 522 309 213 44 14 30 27 0 27 9 4 5 6,221 3,537 2,685 610 362 248 96 78 18 33 17 16 94 53 41 1,765 1,014 751 27,300 14,618 12,681 2,882 1,741 1,141 43 11 32 15 11 4 31 21 10 75 47 27 106 76 30 40 29 11 1 0 0 8 5 4 1,039 588 451 128 76 51 29 21 8 300 166 134 104 78 27 3 1 2 17 10 7 31 21 10 12 6 7 524 269 255 88 59 29 708 457 251 2 1 2 87 16 71 8 6 2 859 596 263 57 39 18 775 417 359 45 33 12 291 168 123 82 61 21 268 213 55 5 4 1 3,749 3,002 747 12 9 2 19 8 11 100 51 48 208 144 65 235 142 93 704 380 324 60 31 29 13 10 2 43 21 22 15 10 5 1,186 899 287 8 5 3 973 511 462



1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536

Standard Symbol KONG PHG KB KOPN KOP KEP KOS KFT KRA KTOS KKD KR KRO KSP KSWS KT KLIC LLEN FSTR ID LLL LH LAB LRCX LAMR LFL LANC LDSH LSTR LVS LHO LSCC LAYN LAZ LZB LCAV LDK GAGA LEAP LF LEA LCRY LGCY LM LEG LPS LEN LUK LVLT LXK LPL LBY LBTYA LINTA LCAPA LSTZA LRY LPHI LIFE LTM LPNT LGND LTBR LIWA

Stock Kongzhong Corporation Koninklijke Philips Electronics N.V. Kookmin Bank Kopin Corp. Koppers Holdings, Inc. Korea Electric Power Corporation Kosmos Energy Ltd. Kraft Foods, Inc. Kraton Performance Polymers, Inc. Kratos Defense & Security Solutions, Inc. Krispy Kreme Doughnuts, Inc. Kroger Company (The) Kronos Worldwide, Inc. K-Sea Transporation Partners LP K-Swiss, Inc. KT Corp. Kulicke and Soffa Industries, Inc. L&L Energy, Inc. L.B. Foster Company L-1 Identity Solutions, Inc. L-3 Communications Hldgs. Laboratory Corporation of America Holdings LaBranche & Co, Inc. Lam Research Corporation Lamar Advertising Company Lan Airlines S.A. Lancaster Colony Corporation Landish Co., Inc. Landstar System, Inc. Las Vegas Sands Corp. LaSalle Hotel Properties Lattice Semiconductor Corporation Layne Christensen Company Lazard Ltd. Cl A La-Z-Boy LCA-Vision, Inc. LDK Solar Company Ltd. Le Gaga Holdings Limited Leap Wireless International, Inc. LeapFrog Enterprises, Inc. Lear Corporation LeCroy Corporation Legacy Reserves Legg Mason, Inc. Leggett & Platt, Incorporated Lender Processing Services, Inc. Lennar Corporation Leucadia National Corp. Level 3 Comunications, Inc. Lexmark International Group, Inc. (Class A) LG.Display Co., Ltd. Libbey, Inc. Liberty Global, Inc. Liberty Interactive Series Liberty Media Corporation Liberty Capital Class A Liberty Media Corporation Liberty Starz Class A Liberty Property Trust Life Partners Holdings, Inc. Life Technologies Corporation Life Time Fitness, Inc. LifePoint Hospitals, Inc. Ligand Pharmaceuticals, Incorporated (Class B) Lightbridge Corporation Lihua International, Inc.

CBOE HOLDINGS, INC.

Page 31

Contract Volume Total Call Put 14,172 8,322 5,850 14,230 6,864 7,366 2,686 1,422 1,264 3,717 3,612 105 4,448 2,617 1,831 2,246 1,534 712 1,994 1,381 613 644,161 365,063 279,098 15,911 10,898 5,013 8,687 6,736 1,951 66,282 54,836 11,446 82,588 42,581 40,007 15,354 9,196 6,158 13,195 10,901 2,294 2,438 1,981 457 922 416 506 61,921 43,823 18,098 144,723 57,183 87,540 2,314 1,759 555 39,669 7,794 31,875 55,567 32,344 23,223 50,079 17,516 32,563 798 686 112 158,638 88,369 70,269 18,494 14,145 4,349 3,361 1,855 1,506 1,001 782 219 1,446 1,185 261 6,768 3,116 3,652 5,001,992 3,355,678 1,646,314 2,599 1,911 688 7,542 6,794 748 3,801 2,037 1,764 20,415 9,651 10,764 8,873 3,470 5,403 626 406 220 967,844 521,914 445,930 1,105 358 747 152,327 84,462 67,865 12,065 10,551 1,514 23,814 17,206 6,608 4,080 3,401 679 11,883 8,350 3,533 65,713 34,054 31,659 18,145 11,378 6,767 82,689 25,054 57,635 334,653 156,460 178,193 22,253 10,450 11,803 362,399 276,105 86,294 129,347 66,658 62,689 4,414 2,406 2,008 410 283 127 43,015 31,252 11,763 42,979 20,293 22,686 5,288 3,818 1,470 6,972 5,589 1,383 61,206 31,027 30,179 49,573 15,101 34,472 73,168 39,989 33,179 9,420 4,819 4,601 6,669 3,465 3,204 2,078 439 1,639 7,013 5,147 1,866 30,975 18,462 12,513

Average Daily Volume Total Call Put 56 33 23 56 27 29 11 6 5 15 14 0 18 10 7 9 6 3 13 9 4 2,556 1,449 1,108 63 43 20 34 27 8 263 218 45 328 169 159 108 65 43 52 43 9 10 8 2 4 2 2 246 174 72 574 227 347 9 7 2 157 31 126 221 128 92 199 70 129 3 3 0 630 351 279 73 56 17 13 7 6 4 3 1 6 5 1 27 12 14 19,849 13,316 6,533 10 8 3 30 27 3 15 8 7 81 38 43 35 14 21 2 2 1 3,841 2,071 1,770 4 1 3 604 335 269 48 42 6 95 68 26 18 15 3 47 33 14 261 135 126 72 45 27 328 99 229 1,328 621 707 88 41 47 1,438 1,096 342 513 265 249 18 10 8 2 1 1 171 124 47 171 81 90 21 15 6 28 22 5 243 123 120 197 60 137 290 159 132 37 19 18 26 14 13 8 2 7 28 20 7 123 73 50



1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600

Standard Symbol LLY LLNW LTD LNCR LINC LECO LNC LNN LLTC LNKD LINE LGF LAD LFUS LYV LPSN LIZ LKQX LYG LOCM LMT L LOGI LOGM LPR LFT LORL LO LPX LOW LRE LXU LYTS LSI LZ LUFK LULU LL LUX LYB MTB MDC MHO MAC CLI MIC M MVG MGLN MMP MGIC LAVA MGA MHR MHLD MFB COOL MMYT MAKO MTW MNKD MAN MANT MFC

Contract Volume Total Call 554,538 328,177 71,794 60,111 150,274 86,264 50,456 38,864 36,262 16,540 2,807 2,198 200,680 141,929 19,351 12,313 77,580 47,016 409,549 198,744 155,161 106,141 13,774 9,686 10,479 7,889 3,661 2,334 42,452 28,991 21,623 14,562 75,285 53,005 1,494 766 29,348 14,976 20,441 16,517 140,004 82,880 5,298 2,385 40,317 13,100 26,875 15,602 866 763 130,238 41,202 4,501 3,350 393,533 176,506 78,060 48,847 595,422 369,012 496 266 7,295 5,850 2,219 1,693 115,448 77,507 102,747 83,675 16,647 8,638 673,402 337,428 8,213 6,120 875 287 254,825 175,236 17,796 9,008 25,168 11,340 4,344 2,144 17,255 10,977 2,417 1,552 6,750 4,018 522,392 314,840 12,919 11,000 147 110 28,128 24,670 13,920 9,555 15,019 8,136 37,837 22,084 85,190 62,285 1,136 1,079 5,026 3,564 20,972 18,973 14,196 6,963 165,170 108,866 248,295 184,103 887,330 582,954 22,913 9,485 3,677 3,074 49,501 26,901

Stock Lilly (Eli) and Company Limelight Networks, Inc. Limited Brands, Inc. LInc.are Holdings, Inc. Lincoln Educational Services Corporation Lincoln Electric Holdings, Inc. Lincoln National Corporation Lindsay Corporation Linear Technology Corporation Linkedln Corporation Linn Energy LLC Lions Gate Entertainment Corp. Lithia Motors, Inc. Littelfuse, Inc. Live Nation, Inc. LivePerson, Inc. Liz Claiborne, Inc. LKQ Corporation Lloyd's Banking Group PLC Local.com Corp. Lockheed Martin Corporation Loews Corporation Logitech International LogMeIn, Inc. Lone Pine Resources, Inc. Longtop Financial Technologies Limited Loral Space & Communications, Inc. Lorillard, Inc. Louisiana-Pacific Corporation Lowe's Companies, Inc. LRR Energy, L.P. LSB Industries, Inc. LSI Industries, Inc. LSI Logic Corporation Lubrizol Corporation Lufkin Industries, Inc. Lululemon Athletica Lumber Liquidators, Inc. Luxottica Group SPA LyondellBasell Industries NV M&T Bank Corporation M.D.C. Holdings, Inc. M/I Homes, Inc. Macerich Company Mack Cali Realty Corp. Macquarie Infrastructure Company Trust Macy's, Inc. Mag Silver Corporation Magellan Health Services, Inc. Magellan Midstream Partners, L.P. Magic Software Enterprises Ltd. Magma Design Automation, Inc. Magna International, Inc. Magnum Hunter Resources, Inc. Maiden Holdings Ltd. Maidenform Brands, Inc. Majesco Entertainment Co. MakeMyTrip Ltd. MAKO Surgical Corporation Manitowoc Company Mannkind Corporation Manpower, Inc. ManTech International Corporation Manulife Financial Corporation

CBOE HOLDINGS, INC.

Page 32

Put 226,361 11,683 64,010 11,592 19,722 609 58,751 7,038 30,564 210,805 49,020 4,088 2,590 1,327 13,461 7,061 22,280 728 14,372 3,924 57,124 2,913 27,217 11,273 103 89,036 1,151 217,027 29,213 226,410 230 1,445 526 37,941 19,072 8,009 335,974 2,093 588 79,589 8,788 13,828 2,200 6,278 865 2,732 207,552 1,919 37 3,458 4,365 6,883 15,753 22,905 57 1,462 1,999 7,233 56,304 64,192 304,376 13,428 603 22,600

Average Daily Volume Total Call Put 2,201 1,302 898 285 239 46 596 342 254 200 154 46 144 66 78 11 9 2 796 563 233 77 49 28 308 187 121 2,712 1,316 1,396 616 421 195 55 38 16 42 31 10 15 9 5 168 115 53 86 58 28 299 210 88 6 3 3 116 59 57 81 66 16 556 329 227 21 9 12 160 52 108 107 62 45 14 12 2 517 164 353 25 19 6 1,562 700 861 310 194 116 2,363 1,464 898 23 12 10 29 23 6 9 7 2 458 308 151 408 332 76 66 34 32 2,672 1,339 1,333 33 24 8 3 1 2 1,011 695 316 71 36 35 100 45 55 17 9 9 68 44 25 10 6 3 27 16 11 2,073 1,249 824 51 44 8 1 0 0 112 98 14 65 45 20 60 32 27 150 88 63 338 247 91 5 4 0 20 14 6 116 105 11 84 41 43 655 432 223 985 731 255 3,521 2,313 1,208 91 38 53 15 12 2 196 107 90



1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664

Standard Symbol MAPP MRO MPC MCS HZO MWE MAR VAC MMC MI MATK MRTN MSO MLM MRVL MAS MASI MEE MTZ MA MTRX MTXX MAT MATW MTSN MXIM MMS MXL MBFI MBI MFE MNI MSSR MDR MCD UXG MCGC MHP MCK MMR MJN MWV MEAS MTL MCOX MDAS MHS MCCC MPW MDCO MRX MDSO MED MDVN MD MDT MELA MPEL MLNX WFR MW MENT MELI MERC

Contract Volume Total Call 9,334 2,882 1,003,496 725,682 55,861 37,918 1,584 526 307 116 63,456 39,443 117,183 59,699 150 10 22,777 16,269 10,514 5,740 1,732 936 713 412 9,610 9,053 26,154 11,091 1,204,964 855,346 85,192 50,924 5,344 2,289 366,058 235,204 15,065 11,409 553,259 286,519 954 481 577 141 126,229 76,566 725 408 6,025 5,813 91,236 47,181 7,771 1,210 4,112 3,183 1,094 620 442,175 284,643 21,137 15,495 29,112 20,531 8,177 3,998 145,510 114,638 1,155,447 660,613 59,075 53,210 8,920 5,289 78,764 44,923 112,172 63,920 777,977 551,568 126,291 75,933 8,477 6,030 916 199 142,862 83,450 10,439 9,076 10,590 6,681 303,052 167,864 161 121 4,824 3,853 6,076 2,594 40,192 32,293 604 364 68,409 42,073 139,003 65,620 3,898 1,626 469,300 275,617 139,050 83,413 309,927 223,227 50,936 16,013 474,307 323,513 24,864 12,822 12,624 8,593 82,777 54,020 9,108 6,784

Stock MAP Pharmaceuticals, Inc. Marathon Oil Corporation Marathon Petroleum Corp. Marcus Corporation MarineMax, Inc. Markwest Energy Partners, LP Marriott International, Inc. Marriott Vacations Worldwide Marsh & McLennan Companies, Inc. Marshall & Ilsley Corporation Martek Biosciences Corporation Marten Transport Ltd. Martha Stewart Living - CL A Martin Marietta Materials, Inc. Marvell Technology Group Ltd. Masco Corporation Masimo Corporation Massey Energy Company Mastec, Inc. MasterCard, Inc. Matrix Service Company Matrixx Initiatives, Inc. Mattel, Inc. Matthews International Corporation Mattson Technology, Inc. Maxim Integrated Products, Inc. Maximus, Inc. Maxlinear, Inc. MB Financial, Inc. MBIA, Inc. McAfee, Inc. McClatchy Company McCormick & Schmicks Seafood McDermott International, Inc. McDonald's Corporation McEwen Mining, Inc. MCG Capital Corporation McGraw-Hill Companies, Inc. (The) McKesson Corporation McMoran Exploration Co. Mead Johnson Nutrition Company MeadWestvaco Corporation Measurement Specialities, Inc. Mechel OAO Mecox Lane Ltd. MedAssets, Inc. Medco Health Solutions, Inc. Mediacom Communications Corporation Medical Properties Trust, Inc. Medicines Company (The) Medicis Pharmaceutical Corporation Medidate Solutions, Inc. Medifast, Inc. Medivation, Inc. Mednax, Inc. Medtronic, Inc. MELA Sciences, Inc. Melco Crown Entertainment Mellanox Technologies Ltd. MEMC Electronic Materials, Inc. Men's Wearhouse, Inc. (The) Mentor Graphics Corporation Mercadolibre, Inc. Mercer International, Inc.

CBOE HOLDINGS, INC.

Page 33

Put 6,452 277,814 17,943 1,058 191 24,013 57,484 140 6,508 4,774 796 301 557 15,063 349,618 34,268 3,055 130,854 3,656 266,740 473 436 49,663 317 212 44,055 6,561 929 474 157,532 5,642 8,581 4,179 30,872 494,834 5,865 3,631 33,841 48,252 226,409 50,358 2,447 717 59,412 1,363 3,909 135,188 40 971 3,482 7,899 240 26,336 73,383 2,272 193,683 55,637 86,700 34,923 150,794 12,042 4,031 28,757 2,324

Average Daily Volume Total Call Put 37 11 26 3,982 2,880 1,102 440 299 141 6 2 4 1 0 1 252 157 95 465 237 228 6 0 5 90 65 26 42 23 19 7 4 3 3 2 1 38 36 2 104 44 60 4,782 3,394 1,387 338 202 136 21 9 12 1,453 933 519 60 45 15 2,195 1,137 1,058 4 2 2 2 1 2 501 304 197 3 2 1 24 23 1 362 187 175 31 5 26 16 13 4 4 2 2 1,755 1,130 625 84 61 22 116 81 34 45 22 23 577 455 123 4,585 2,621 1,964 234 211 23 35 21 14 313 178 134 445 254 191 3,087 2,189 898 501 301 200 34 24 10 4 1 3 567 331 236 41 36 5 42 27 16 1,203 666 536 1 0 0 19 15 4 24 10 14 159 128 31 2 1 1 271 167 105 552 260 291 15 6 9 1,862 1,094 769 552 331 221 1,230 886 344 202 64 139 1,882 1,284 598 99 51 48 50 34 16 328 214 114 44 32 11



1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728

Standard Symbol MRK MRCY MDP VIVO MMSI MTH MTOR MERU MSB MEA MUSA MEOH MET PCS MDF MF MFA MIL MTG MGM MIM KORS MCRL MCHP MITI MU MCRS MSCC MSFT MSTR MVIS MAA MILL MIICF MR MSPD MFN MTX MIPS MITK MITL MTU MFG MKSI MBT MOD MLNK MHK MOLX MOLXA MOH TAP MCP MNTA MCRI MGI MPWR MNRO MON MWW MCO MOG/A MS MHGC

Contract Volume Total Call Put 1,676,793 1,000,176 676,617 2,364 1,546 818 5,311 4,349 962 4,195 1,849 2,346 1,225 829 396 10,296 6,090 4,206 69,384 36,564 32,820 9,633 5,118 4,515 42,197 28,531 13,666 11,681 5,381 6,300 2,302 1,829 473 3,276 1,953 1,323 617,073 326,479 290,594 61,115 41,196 19,919 909 725 184 122,069 78,025 44,044 14,352 8,587 5,765 8,153 6,927 1,226 289,712 184,676 105,036 2,012,856 1,327,573 685,283 2,262 1,067 1,195 637 40 597 2,191 1,565 626 73,310 47,043 26,267 21,715 15,865 5,850 1,925,166 1,397,973 527,193 2,658 2,204 454 1,703 1,101 602 6,901,465 4,432,890 2,468,575 28,046 15,632 12,414 6,927 6,052 875 3,688 1,958 1,730 36,830 21,877 14,953 16,035 9,394 6,641 27,323 13,379 13,944 13,692 9,142 4,550 74,136 51,731 22,405 3,060 1,033 2,027 188,045 130,748 57,297 14,417 9,356 5,061 3,804 2,655 1,149 4,286 3,566 720 3,256 1,335 1,921 6,854 4,213 2,641 29,219 19,505 9,714 2,391 1,408 983 1,316 1,017 299 21,724 7,901 13,823 8,901 4,744 4,157 132 72 60 2,377 1,879 498 23,073 13,311 9,762 1,580,681 945,854 634,827 152,308 76,983 75,325 1,165 361 804 1,229 466 763 3,224 1,757 1,467 5,718 3,668 2,050 1,011,830 607,979 403,851 136,269 86,331 49,938 118,142 58,354 59,788 168 156 12 2,158,242 1,030,615 1,127,627 16,244 15,584 660

Stock Merck & Co., Inc. Mercury Computer Systems, Inc. Meredith Corporation Meridian Bioscience, Inc. Merit Medical Systems, Inc. Meritage Corporation Meritor, Inc. Meru Networks, Inc. Mesabi Trust Metalico, Inc. Metals USA, Holdings Corp., Inc. Methanex Corporation MetLife, Inc. Metropcs Communications, Inc. Metropolitan Health Networks, Inc. MF Global Ltd. MFA Financials, Inc. MFC Industrial Ltd. MGIC Investment Corporation MGM Resorts International MI Developments, Inc. Michael Kors Holdings Ltd. Micrel, Inc. Microchip Technology, Inc. Micromet, Inc. Micron Technology, Inc. MICROS Systems, Inc. Microsemi Corporation Microsoft Corporation MicroStrategy, Inc. Microvision, Inc. Mid-America Apartment Communities, Inc. Miller Petroleum, Inc. Millicom International Cellular S.A. Mindray Medical International Limited Mindspeed Technologies, Inc. Minefinders Corporation Minerals Technologies, Inc. MIPS Technologies, Inc. (New) Mitek Systems, Inc. Mitel Networks Corporation Mitsubishi UFJ Financial Group, Inc. Mizuho Financial Group, Inc. MKS Instruments, Inc. Mobile Telesystems OJSC Modine Maqnufacturing Company Moduslink Global Solutions, Inc. Mohawk Industries, Inc. Molex, Incorporated Molex, Incorporated Cl A Molina Healthcare, Inc. Molson Coors Brewing Company Molycorp, Inc. Momenta Pharmaceutical, Inc. Monarch Casino & Resort, Inc. MoneyGram International, Inc. Monolithic Power Systems Monro Muffler Brake, Inc. Monsanto Company/New Monster Worldwide, Inc. Moody's Corporation Moog, Inc. Morgan Stanley Morgans Hotel Group Co.

CBOE HOLDINGS, INC.

Page 34

Average Daily Volume Total Call Put 6,654 3,969 2,685 9 6 3 21 17 4 17 7 9 5 3 2 41 24 17 275 145 130 38 20 18 167 113 54 46 21 25 9 7 2 13 8 5 2,449 1,296 1,153 243 163 79 10 8 2 484 310 175 57 34 23 32 27 5 1,150 733 417 7,988 5,268 2,719 9 4 5 159 10 149 9 6 2 291 187 104 86 63 23 7,640 5,548 2,092 11 9 2 7 4 2 27,387 17,591 9,796 111 62 49 27 24 3 15 8 7 146 87 59 64 37 26 108 53 55 54 36 18 294 205 89 12 4 8 746 519 227 162 105 57 15 11 5 17 14 3 13 5 8 27 17 10 116 77 39 9 6 4 5 4 1 86 31 55 35 19 16 1 0 0 9 7 2 92 53 39 6,273 3,753 2,519 604 305 299 5 1 3 5 2 3 13 7 6 23 15 8 4,015 2,413 1,603 541 343 198 469 232 237 1 1 0 8,564 4,090 4,475 64 62 3



1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792

Standard Symbol MORN MOS MOT MOTR MPG MSM MSCI MWA MFLX MGAM MUR MVC MWIV MYE MYL MYRG MYRX MYGN NABI NBR NLC NTE NANO NAFC NBG FIZZ NCMI NFP NFG NGG NOV NNN NSM NHP NGS NRP BABY NCI NAVG NM NMM NAV NCS NCR NKTR NNI NPTN NEOP UEPS NTAP NTES NFLX NTGR NLST NETL NTCT NTSP N NBIX NSR TNDM NEWN NGD NJR

Contract Volume Total Call Put 2,477 1,887 590 1,825,416 1,236,241 589,175 3,567 3,203 364 135,195 87,927 47,268 4,939 3,355 1,584 5,491 2,524 2,967 4,243 2,009 2,234 4,063 3,106 957 2,266 1,476 790 729 647 82 198,035 115,805 82,230 10,324 10,076 248 1,152 776 376 3,496 2,921 575 239,672 148,736 90,936 729 613 116 751 560 191 38,712 14,269 24,443 7,448 4,319 3,129 444,698 305,687 139,011 20,359 10,502 9,857 861 714 147 26,745 19,919 6,826 829 529 300 102,880 49,530 53,350 1,049 633 416 2,064 1,044 1,020 3,119 2,688 431 26,260 18,109 8,151 30,551 21,052 9,499 588,809 338,911 249,898 2,726 1,982 744 71,939 49,053 22,886 1,220 593 627 3,163 2,220 943 18,207 13,645 4,562 2,517 1,129 1,388 4,271 3,426 845 792 304 488 19,134 13,288 5,846 23,827 15,716 8,111 76,533 55,658 20,875 3,035 2,138 897 22,254 16,045 6,209 25,224 14,880 10,344 2,779 1,173 1,606 7,021 3,549 3,472 186,646 164,195 22,451 3,640 1,910 1,730 618,467 380,380 238,087 164,922 86,158 78,764 5,265,685 2,597,818 2,667,867 22,763 14,063 8,700 7,236 6,586 650 189,428 101,043 88,385 4,058 3,107 951 4,553 1,754 2,799 24,029 12,643 11,386 11,481 9,738 1,743 11,974 6,206 5,768 37,233 30,276 6,957 4,777 3,140 1,637 209,769 176,346 33,423 2,358 1,897 461

Stock Morningstar, Inc. Mosaic Company Motorola, Inc. Motricity, Inc. MPG Office Trust, Inc. MSC Industrial Direct Co., Inc. MSCI, Inc. Mueller Water Products, Inc. Multi-Fineline Electronix, Inc. Multimedia Games, Inc. Murphy Oil Corporation MVC Capital, Inc. MWI Veterinary Supply, Inc. Myers Industries, Inc. Mylan, Inc. MYR Group, Inc. Myrexis, Inc. Myriad Genetics, Inc. Nabi Biophamaceuticals Nabors Industries, Ltd. Nalco Holding Company Nam Tai Electronics, Inc. Nanometrics, Incorporated Nash Finch Company National Bank of Greece S.A. National Beverage Corporation National CineMedia, Inc. National Financial Partners National Fuel Gas Company (New) National Grid Plc National Oilwell Varco, Inc. National Retail Properties National Semiconductor Corporation Nationwide Health Properties, Inc. Natural Gas Services Group Natural Resource Partners L.P. Natus Medical, Inc. Navigant Consulting, Inc. Navigators Group, Inc. Navios Maritime Holdings, Inc. Navios Martime Partners LP Navistar International Corp. NCI Building Systems, Inc. NCR Corporation Nektar Therapeutics Nelnet, Inc. Neophotonics Corp. Neoprobe Corporation Net 1 UEPS Technologies, Inc. NetApp, Inc. Netease.com, Inc. -ADR NetFlix, Inc. NETGEAR, Inc. NetList, Inc. NetLogic Microsystems, Inc. NetScout Systems, Inc. Netspend Holdings, Inc. NetSuite, Inc. Neurocrine Biosciences, Inc. NeuStar, Inc. Neutral Tandem, Inc. New Energy Systems Group New Gold, Inc. New Jersey Resources Corporation

CBOE HOLDINGS, INC.

Page 35

Average Daily Volume Total Call Put 10 7 2 7,244 4,906 2,338 14 13 1 536 349 188 20 13 6 22 10 12 17 8 9 16 12 4 9 6 3 3 3 0 786 460 326 41 40 1 5 3 1 14 12 2 951 590 361 3 2 0 3 2 1 154 57 97 30 17 12 1,765 1,213 552 81 42 39 3 3 1 106 79 27 3 2 1 408 197 212 4 3 2 8 4 4 12 11 2 104 72 32 121 84 38 2,337 1,345 992 11 8 3 285 195 91 5 2 2 13 9 4 72 54 18 10 4 6 17 14 3 3 1 2 76 53 23 95 62 32 304 221 83 12 8 4 88 64 25 100 59 41 11 5 6 32 16 16 872 767 105 14 8 7 2,454 1,509 945 654 342 313 20,896 10,309 10,587 90 56 35 29 26 3 752 401 351 16 12 4 18 7 11 95 50 45 46 39 7 48 25 23 148 120 28 26 17 9 832 700 133 9 8 2



1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856

Standard Symbol EDU NWY NYB NYT NAL NCT NWL NFX NEU NEM NWSA NWS NXY NEE NGAS NICE NLSN NIHD NKE NTT NKA NI NMTI NED NOAH NBL NE NOK NMR NOR NAT NDZ NDSN JWN NSC NOA PAL NU NAK NOG NTRS NXG NOC NRF NWN NWPX NWE NVMI NG NVS NVTL NVAX NOVL NVLS NVO NPSP NRG NST NTLS DCM NUS NUAN NUE NS

Stock New Oriental Education & Technology Group, Inc. New York & Company, Inc. New York Community Bancorp New York Times Co. (Class A) NewAlliance Bancshares, Inc. Newcastle Investment Corporation Newell Rubbermaid, Inc. Newfield Exploration Company (New) Newmarket Corporation Newmont Mining Corporation News Corp Class A News Corporation Ltd. (The) ADR Nexen, Inc. NextEra Energy, Inc. Ngas Resources, Inc. Nice-Systems Ltd. Nielsen Holdings N.V. NII Holdings, Inc. NIKE, Inc. (Class B) Nippon Telegraph and Telephone Corporation Niska Gas Storage Partners NISource, Inc. NMT Medical, Inc. Noah Education Holdings Ltd. Noah Holdings Ltd. Noble Affiliates, Inc. Noble Corporation Nokia Corporation ADR Nomura Holdings, Inc. Noranda Aluminum Holding Nordic American Tanker Shipping Limited Nordion, Inc. Nordson Corporation Nordstrom, Inc. Norfolk Southern Corporation North American Energy Partners, Inc. North American Palladium Ltd. Northeast Utilities Northern Dynasty Minerals Northern Oil & Gas, Inc. Northern Trust Bank Corporation Northgate Minerals Corporation Northrop Grumman Corporation Northstar Realty Finance Corporation Northwest Natural Gas Company Northwest Pipe Company NorthWestern Corp. Nova Measuring Instruments Ltd. NovaGold Resources, Inc. Novartis AG Novatel Wireless, Inc. (New) Novavax, Inc. (New) Novell, Inc. Novellus Systems, Inc. Novo Nordisk NPS Pharmaceuticals, Inc. NRG Energy, Inc. (New) NSTAR Ntelos Holdings Corp. NTT DOCOMO, Inc. Nu Skin Enterprises, Inc. Nuance Communications, Inc. Nucor Corporation NuStar Energy L.P.

CBOE HOLDINGS, INC.

Page 36

Contract Volume Total Call 80,497 27,397 3,630 2,969 67,496 37,953 29,747 22,667 3,498 477 35,998 24,637 71,035 49,500 138,377 52,898 8,904 4,338 1,443,425 939,261 339,606 202,625 59,314 25,469 135,543 94,390 47,332 30,845 15 15 2,046 1,738 4,990 4,461 120,766 68,388 559,566 335,419 5,622 3,311 16,987 8,755 33,050 31,179 21 6 187 113 10,771 3,520 222,426 161,895 203,695 117,663 1,414,948 933,176 3,645 1,005 16,518 12,012 44,439 26,786 610 167 8,734 4,457 164,117 82,860 242,459 139,843 7,597 6,693 120,340 90,170 4,154 3,595 108,180 85,133 231,853 106,506 39,897 20,448 18,434 9,114 75,912 46,845 22,283 16,714 8,009 4,736 5,648 2,478 149 114 12,055 9,008 529,136 226,327 373,705 177,933 17,371 10,574 20,391 17,288 10,704 6,803 139,580 83,802 12,857 7,649 73,748 53,289 82,251 33,007 1,840 1,197 30 17 632 367 15,615 6,321 173,340 145,433 353,964 206,153 6,074 3,940

Put 53,100 661 29,543 7,080 3,021 11,361 21,535 85,479 4,566 504,164 136,981 33,845 41,153 16,487 0 308 529 52,378 224,147 2,311 8,232 1,871 15 74 7,251 60,531 86,032 481,772 2,640 4,506 17,653 443 4,277 81,257 102,616 904 30,170 559 23,047 125,347 19,449 9,320 29,067 5,569 3,273 3,170 35 3,047 302,809 195,772 6,797 3,103 3,901 55,778 5,208 20,459 49,244 643 13 265 9,294 27,907 147,811 2,134

Average Daily Volume Total Call Put 319 109 211 14 12 3 268 151 117 118 90 28 14 2 12 143 98 45 282 196 85 549 210 339 35 17 18 5,728 3,727 2,001 1,348 804 544 235 101 134 538 375 163 188 122 65 0 0 0 8 7 1 20 18 2 479 271 208 2,221 1,331 889 22 13 9 67 35 33 131 124 7 0 0 0 1 0 0 60 19 40 883 642 240 808 467 341 5,615 3,703 1,912 14 4 10 66 48 18 176 106 70 2 1 2 35 18 17 651 329 322 962 555 407 30 27 4 478 358 120 16 14 2 429 338 91 920 423 497 158 81 77 73 36 37 301 186 115 88 66 22 32 19 13 22 10 13 1 0 0 48 36 12 2,100 898 1,202 1,483 706 777 69 42 27 81 69 12 42 27 15 554 333 221 51 30 21 293 211 81 326 131 195 7 5 3 0 0 0 3 1 1 62 25 37 688 577 111 1,405 818 587 24 16 8



1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920

Standard Symbol NSH NTRI NUVA NVDA NXPI NXTM NYX OAS OXY ORIG OII OCNF CHUX OZM OCLR OCLS OCN OCZ OMEX ODP OMX OIS BQI OILT ODFL ONB ORI OLN ZEUS OMG OHI OME OMER OCR OMCL OMC OVTI OMN ONNN OGXI ONCY ONTY OKS OKE ORCC ONXX OTEX OPEN OPXA OPK OPLK OPNT OPXT OPTR OXPS ORCL OSUR ORB OWW ORLY OREX ONP OFG OEH

Contract Volume Total Call 1,074 661 93,756 52,630 22,067 12,444 2,117,450 1,387,821 141,107 102,209 4,427 2,463 529,182 363,887 38,612 30,739 763,664 416,967 128 64 38,322 20,882 15 15 3,199 2,941 8,158 4,362 56,234 35,135 1,451 1,447 19,044 10,810 228,261 109,458 58,992 41,269 127,685 109,473 81,038 43,388 8,067 5,070 1,092 951 319 211 6,022 2,551 979 586 9,151 4,749 22,149 15,824 5,083 2,567 5,193 2,760 7,397 4,894 6,765 4,671 10,383 4,335 59,732 37,824 907 447 18,195 10,341 524,251 339,633 4,435 3,847 103,515 83,256 1,958 1,572 13,770 10,766 172,883 125,094 14,435 10,354 14,705 13,341 370 218 108,755 55,211 21,593 8,871 358,635 174,614 7,552 7,354 47,249 38,803 12,144 7,154 2,970 2,227 5,174 3,773 154,867 107,383 26,845 14,956 2,339,513 1,366,433 2,875 2,101 3,628 3,223 4,723 4,136 33,402 16,237 268,269 146,970 18,855 6,865 3,523 1,307 4,606 1,471

Stock NuStar GP Holdings, LLC NutriSystem, Inc. NuVasive, Inc. NVIDIA Corporation NXP Semiconductors NV NxStage Medical, Inc. NYSE Euronext Oasis Petroleum, Inc. Occidental Petroleum Corporation Ocean Rig UDW, Inc. Oceaneering International, Inc. OceanFreight, Inc. O'Charley's, Inc. Och-Ziff Capital Management Group Oclaro, Inc. Oculus Innovative Sciences, Inc. Ocwen Financial Corporation OCZ Technology Group, Inc. Odyssey Marine Exploration, Inc. Office Depot, Inc. OfficeMax, Incorporated Oil States International, Inc. Oilsands Quest, Inc. Oiltanking Partners LP Old Dominion Freight Line, Inc. Old National Bancorp Old Republic International Corporation Olin Corporation Olympic Steel, Inc. OM Group, Inc. (New) OMEGA Healthcare Investors, Inc. Omega Protein Corporation Omeros Corporation Omnicare, Inc. Omnicell, Inc. Omnicom Group, Inc. OmniVision Technologies, Inc. Omnova Solutions, Inc. ON Semiconductor Corporation (New) OncoGenex Pharmaceutical, Inc. Oncolytics Biotech, Inc. Oncothyreon, Inc. ONEOK Partners, L.P. ONEOK, Inc. Online Resources Corporation Onyx Pharmaceuticals Open Text Corporation OpenTable, Inc. Opexa Therapeutics, Inc. Opko Health, Inc. Oplink Communications, Inc. (New) Opnet Technologies, Inc. Opnext, Inc. Optimer Pharmaceuticals, Inc. optionsXpress Holdings, Inc. Oracle Corporation Orasure Technologies Orbital Sciences Corporation Orbitz Worldwide, Inc. O'Reilly Automotive, Inc. Orexigen Therapeutics, Inc. Orient Paper, Inc. Oriental Financial Group, Inc. Orient-Express Hotels Ltd.

CBOE HOLDINGS, INC.

Page 37

Put 413 41,126 9,623 729,629 38,898 1,964 165,295 7,873 346,697 64 17,440 0 258 3,796 21,099 4 8,234 118,803 17,723 18,212 37,650 2,997 141 108 3,471 393 4,402 6,325 2,516 2,433 2,503 2,094 6,048 21,908 460 7,854 184,618 588 20,259 386 3,004 47,789 4,081 1,364 152 53,544 12,722 184,021 198 8,446 4,990 743 1,401 47,484 11,889 973,080 774 405 587 17,165 121,299 11,990 2,216 3,135

Average Daily Volume Total Call Put 4 3 2 372 209 163 88 49 38 8,403 5,507 2,895 560 406 154 18 10 8 2,100 1,444 656 153 122 31 3,030 1,655 1,376 2 1 1 152 83 69 0 0 0 13 12 1 32 17 15 223 139 84 6 6 0 76 43 33 1,006 482 523 234 164 70 507 434 72 322 172 149 32 20 12 4 4 1 3 2 1 24 10 14 4 2 2 36 19 17 88 63 25 20 10 10 21 11 10 29 19 10 27 19 8 49 20 28 237 150 87 4 2 2 72 41 31 2,080 1,348 733 18 15 2 411 330 80 8 6 2 55 43 12 686 496 190 57 41 16 58 53 5 1 1 1 432 219 212 86 35 50 1,423 693 730 30 29 1 194 160 35 48 28 20 28 21 7 25 18 7 615 426 188 107 59 47 9,284 5,422 3,861 11 8 3 14 13 2 19 16 2 133 64 68 1,065 583 481 75 27 48 14 5 9 18 6 12



1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984

Standard Symbol SEED ORN ORIT OSK OSIS OSIR OSG OSTK OC OI OXM PFCB PNG PCAR PACB PCBC PSUN PKG PACW PAET PTIE PLL PMTI PAAS P PNRA PZZA PRX PRGN PMTC PRXL PKD PH PKY PRE PTI PCX PDCO PTEN PAYX PDLI BTU PEB PEET PEGA PGH PENN PEI PVA PVG PVR PWE JCP PMT PAG PNR PBCT PBY POM PEP PPHM PWRD PSEM PKI

Contract Volume Total Call 33,001 23,704 1,537 1,285 207 161 71,835 43,162 3,465 2,628 11,675 7,570 124,784 59,601 18,035 9,314 70,867 34,361 86,655 51,508 8,469 5,834 26,587 12,099 8,828 7,262 129,977 86,166 10,201 6,582 4,282 2,182 8,813 4,384 18,017 11,593 1,110 869 6,190 4,719 31,119 19,586 9,068 6,029 3,825 2,882 305,491 204,779 121,057 46,131 105,309 53,711 4,542 2,973 10,705 5,119 7,021 5,979 8,211 4,651 5,130 2,853 9,749 8,980 68,943 38,855 1,429 915 5,132 2,914 2,781 1,583 1,073,070 741,505 9,494 6,946 127,707 76,434 101,000 72,161 31,534 24,140 840,614 475,589 2,896 897 24,557 16,601 11,739 7,011 44,916 39,533 27,806 22,195 6,485 5,242 10,026 7,794 2,018 284 13,884 7,134 68,566 49,913 513,509 256,098 6,199 3,996 7,373 2,424 3,331 2,685 23,257 16,024 11,515 6,941 5,865 4,938 868,885 502,783 18,279 11,934 61,410 38,363 1,359 1,172 4,736 3,772

Stock Origin Agritech Limited Orion Marine Group, Inc. Oritani Financial Corporation Oshkosh Corporation OSI Systems, Inc. Osiris Therapeutics, Inc. Overseas Shipholding Group, Inc. Overstock.com, Inc. Owens Corning, Inc. Owens-Illinois, Inc. Oxford Industries, Inc. P.F. Chang's China Bistro PAA Natural Gas Storage LP PACCAR, Inc. Pacific Biosciences of California, Inc. Pacific Capital Bancorp. Pacific Sunwear of California, Inc. Packaging Corp. of America PacWest Bancorp PAETEC Holding Corp. Class A Pain Therapeutics, Inc. Pall Corporation Palomar Medical Technologies, Inc. Pan American Silver Corporation Pandora Media, Inc. Panera Bread Company, Class A Papa John's International, Inc. Par Pharmaceutical Companies, Inc. Paragon Shipping, Inc. Parametric Technology Corporation (New) PAREXEL International Corp. Parker Drilling Company (New) Parker-Hannifin Corporation Parkway Properties, Inc. PartnerRE Ltd. Patni Computer Systems Ltd. Patriot Coal Corporation Patterson Companies, Inc. Patterson UTI Energy, Inc. Paychex, Inc. PDL BioPharma, Inc. Peabody Energy Corporation Pebblebrook Hotel Trust Peet's Coffee & Tea, Inc. Pegasystems, Inc. Pengrowth Energy Corporation Penn National Gaming, Inc. Penn Real Estate Investment Trust Penn Virginia Corporation Penn Virginia GP Holdings LP Penn Virginia Resource Partners, LP Penn West Petroleum Ltd. Penney (J.C.) Company, Inc. Pennymac Mortgage Investment Trust Penske Automotive Group Pentair, Inc. People's United Financial, Inc. Pep Boys--Manny, Moe, & Jack (The) Pepco Holdings, Inc. PepsiCo, Inc. Peregrine Pharmaceuticals, Inc. Perfect World Co. Ltd. - ADR Pericom Semiconductor Corporation (New) Perkin-Elmer, Inc.

CBOE HOLDINGS, INC.

Page 38

Put 9,297 252 46 28,673 837 4,105 65,183 8,721 36,506 35,147 2,635 14,488 1,566 43,811 3,619 2,100 4,429 6,424 241 1,471 11,533 3,039 943 100,712 74,926 51,598 1,569 5,586 1,042 3,560 2,277 769 30,088 514 2,218 1,198 331,565 2,548 51,273 28,839 7,394 365,025 1,999 7,956 4,728 5,383 5,611 1,243 2,232 1,734 6,750 18,653 257,411 2,203 4,949 646 7,233 4,574 927 366,102 6,345 23,047 187 964

Average Daily Volume Total Call Put 131 94 37 6 5 1 1 1 0 285 171 114 14 10 3 46 30 16 495 237 259 72 37 35 281 136 145 344 204 139 34 23 10 106 48 57 35 29 6 516 342 174 40 26 14 17 9 8 35 17 18 71 46 25 4 3 1 25 19 6 123 78 46 36 24 12 15 11 4 1,212 813 400 910 347 563 418 213 205 18 12 6 42 20 22 28 24 4 33 18 14 20 11 9 39 36 3 274 154 119 6 4 2 20 12 9 11 6 5 4,258 2,942 1,316 38 28 10 507 303 203 401 286 114 125 96 29 3,336 1,887 1,449 18 6 12 97 66 32 47 28 19 178 157 21 110 88 22 26 21 5 40 31 9 8 1 7 55 28 27 272 198 74 2,038 1,016 1,021 25 16 9 29 10 20 13 11 3 92 64 29 46 28 18 23 20 4 3,448 1,995 1,453 73 47 25 244 152 91 5 5 1 19 15 4



1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048

Standard Symbol PBT PRGO PETS PZE PTR HK PBR PBR/A PETD PQ PETM PFE PFSW PCG PPDI PCYC VRUS PIP PMC PHH PM PVH PNX PLAB PICO PNY PDM PIR PPC PNK PNFP PDC PXD PJC PBI PAA PXP PLT PTP PLXS PCL PSTI PLXT PMCS PPMIQ PNC PNM PII RL PLCM POL PPO PARD POOL BPOP PRAA POR PKX PPS POT PCH POWL POWI PWER

Contract Volume Total Call Put 9,624 5,948 3,676 29,789 16,387 13,402 8,487 3,852 4,635 8,469 5,964 2,505 40,288 21,809 18,479 1,125,181 894,543 230,638 2,182,246 1,395,157 787,089 5,261 3,488 1,773 6,186 4,610 1,576 8,810 7,228 1,582 17,566 10,966 6,600 3,839,002 2,312,224 1,526,778 4,964 3,717 1,247 15,539 7,171 8,368 31,580 19,291 12,289 89,127 37,329 51,798 149,387 88,874 60,513 79,425 69,920 9,505 36,255 21,060 15,195 11,764 4,801 6,963 710,181 369,248 340,933 40,389 18,648 21,741 1,483 1,482 1 15,049 9,731 5,318 10,034 4,161 5,873 1,136 900 236 4,602 3,349 1,253 44,793 32,539 12,254 76,154 61,291 14,863 9,292 5,605 3,687 9,925 5,437 4,488 17,793 13,640 4,153 136,435 95,544 40,891 4,374 1,707 2,667 68,464 50,757 17,707 29,559 20,689 8,870 587,063 334,233 252,830 3,979 2,311 1,668 3,605 2,397 1,208 4,725 3,561 1,164 73,554 39,884 33,670 6,015 5,041 974 423 362 61 34,260 29,056 5,204 40,605 30,329 10,276 439,688 221,477 218,211 1,310 1,105 205 53,472 28,312 25,160 182,245 84,679 97,566 90,853 59,770 31,083 8,659 7,588 1,071 81,879 53,916 27,963 1,211 1,181 30 3,717 1,254 2,463 81,840 50,350 31,490 1,160 472 688 877 631 246 25,955 11,216 14,739 1,385 736 649 2,314,459 1,417,076 897,383 4,314 3,332 982 3,392 2,299 1,093 1,292 939 353 216,172 119,170 97,002

Stock Permian Basin Royalty Trust Perrigo Company PetMed Express, Inc. Petrobras Argentina S.A. PetroChina Company Limited Petrohawk Energy Corporation Petroleo Brasileiro S.A.-ADR Petroleo Brasileiro S.A Petroleum Development Corporation PetroQuest Energy, Inc. PETsMART, Inc. Pfizer, Inc. Pfsweb, Inc. PG&E Corporation Pharmaceutical Product Development Pharmacyclics, Inc. (New) Pharmasset, Inc. PharmAthene, Inc. PharMerica Corporation PHH Corporation Philip Morris International, Inc. Phillips-Van Heusen Corporation Phoenix Companies, Inc. Photronics, Inc. PICO Holdings, Inc. Piedmont Natural Gas Company Piedmont Office Realty Trust, Inc. Pier 1 Imports, Inc. Pilgrim's Pride Corporation Pinnacle Entertainment, Inc. Pinnacle Financial Partners, Inc. Pioneer Drilling Company Pioneer Natural Resources Company Piper Jaffray Companies, Inc. Pitney Bowes, Inc. Plains All American Pipeline, L.P. Plains Exploration & Production Company Plantronics, Inc. Platinum Underwriters Holdings Ltd. Plexus Corporation, Inc. Plum Creek Timber Company, LP Pluristem Therapeutics, Inc. PLX Technology, I Inc. PMC-Sierra, Inc. PMI Group, Inc. PNC Bank Corporation PNM Resources, Inc. (New) Polaris Industries, Inc. Polo Ralph Lauren Corp. Polycom, Inc. PolyOne Corporation (New) Polypore International, Inc. Poniard Pharmaceuticals, Inc. Pool Corporation Popular, Inc. Portfolio Recovery Associates, Inc. Portland General Electric Company POSCO Post Properties, Inc. Potash Corporation of Saskatchewan, Inc. Potlatch Holdings, Inc. Powell Industries, Inc. Power Integrations, Inc. Power-One, Inc.

CBOE HOLDINGS, INC.

Page 39

Average Daily Volume Total Call Put 38 24 15 118 65 53 34 15 18 34 24 10 160 87 73 4,465 3,550 915 8,660 5,536 3,123 21 14 7 25 18 6 35 29 6 70 44 26 15,234 9,175 6,059 20 15 5 62 28 33 125 77 49 354 148 206 593 353 240 315 277 38 144 84 60 47 19 28 2,818 1,465 1,353 160 74 86 6 6 0 60 39 21 40 17 23 5 4 1 18 13 5 178 129 49 302 243 59 37 22 15 39 22 18 71 54 16 541 379 162 17 7 11 272 201 70 117 82 35 2,330 1,326 1,003 16 9 7 14 10 5 19 14 5 292 158 134 26 22 4 2 1 0 136 115 21 161 120 41 1,745 879 866 5 4 1 212 112 100 723 336 387 361 237 123 34 30 4 325 214 111 5 5 0 15 5 10 325 200 125 5 2 3 3 3 1 103 45 58 5 3 3 9,184 5,623 3,561 17 13 4 13 9 4 5 4 1 858 473 385



2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112

Standard Symbol PWAV POZN PPG PPL PX PCP PDS PPD PCLN PSMT PDE PRI PFG PVTB PRA PKT PG PGNX PGN BIN AMB PLD PSEC PB PLX PL PVX PRU PUK PSB PSDV PSSI PEG PSA PUDA PHM QEP QGEN XING QIHU QLIK QLGC QLTI QRE QCOM QSII NX PWR QTM QPSA DGX QRM QSFT STR QCOR KWK QDEL ZQK Q RAX RDN RADS RSH RDNT

Contract Volume Total Call 26,373 14,741 3,591 2,940 48,185 27,744 89,269 49,066 45,854 26,818 51,087 28,529 13,886 11,489 6,100 1,449 1,294,732 626,155 18,527 11,868 35,453 23,937 1,593 1,133 16,924 7,854 2,338 1,700 2,059 1,074 42,944 32,326 1,462,553 833,110 15,044 11,371 29,049 19,617 106 59 1,924 634 45,011 25,408 26,376 19,284 3,557 2,746 56,456 33,574 6,017 4,118 29,206 27,024 283,299 161,654 3,618 1,952 3,760 1,067 18,247 15,051 7,907 5,761 21,732 11,934 19,899 9,493 120,211 63,147 387,245 266,114 13,280 10,783 4,530 2,118 53,560 32,241 157,045 73,548 120,044 90,065 37,239 30,312 19,906 7,789 8,515 6,860 2,649,352 1,653,282 21,906 9,479 608 291 41,815 26,072 2,871 2,435 58,239 41,799 27,069 14,680 14,908 10,285 3,130 1,294 11,348 8,000 56,037 37,177 171,070 124,380 7,394 4,228 22,333 18,070 12,524 8,967 204,844 105,469 223,847 131,770 10,954 7,990 249,501 164,197 2,556 2,323

Stock Powerwave Technologies, Inc. POZEN, Inc. PPG Industries, Inc. PPL Corporation Praxair, Inc. Precision Castparts Corp. Precision Drilling Corporation Pre-Paid Legal Services, Inc. Priceline.com, Inc. PriceSmart, Inc. Pride International Primerica, Inc. Principal Financial Group, Inc. PrivateBancorp, Inc. ProAssurance Corporation Procera Networks, Inc. Procter & Gamble Company (The) Progenics Pharmaceuticals, Inc. Progress Energy, Inc. Progressive Waste Solutions Ltd. ProLogis, Inc. ProLogis, Inc. Prospect Capital Corporation Prosperity Bancshares, Inc. Protalix BioTherapeutics, Inc. Protective Life Corporation Provident Energy Ltd. Prudential Financial, Inc. Prudential PLC PS Business Parks, Inc. pSivida Corporation PSS World Medical Public Service Enterprise Group, Incorporated Public Storage Puda Coal, Inc. PulteGroup, Inc. QEP Resources, Inc. Qiagen N.V. Qiao Xing Universal Resources, Inc. Qihoo 360 Technology Company Limited QLIK Technologies, Inc. QLogic Corporation QLT, Inc. QR Energy LP QUALCOMM, Inc. Quality Systems, Inc. Quanex Corporation Quanta Services, Inc. Quantum Corporation Quepasa Corporation Quest Diagnostics, Incorporated Quest Rare Minerals Ltd. Quest Software, Inc. Questar Corporation Questor Pharmaceuticals, Inc. Quicksilver Resources, Inc. Quidel Corporation Quiksilver, Inc. Qwest Communications Int'l. Rackspace Hosting, Inc. Radian Group, Inc. Radiant Systems, Inc. RadioShack RadNet, Inc.

CBOE HOLDINGS, INC.

Page 40

Put 11,632 651 20,441 40,203 19,036 22,558 2,397 4,651 668,577 6,659 11,516 460 9,070 638 985 10,618 629,443 3,673 9,432 47 1,290 19,603 7,092 811 22,882 1,899 2,182 121,645 1,666 2,693 3,196 2,146 9,798 10,406 57,064 121,131 2,497 2,412 21,319 83,497 29,979 6,927 12,117 1,655 996,070 12,427 317 15,743 436 16,440 12,389 4,623 1,836 3,348 18,860 46,690 3,166 4,263 3,557 99,375 92,077 2,964 85,304 233

Average Daily Volume Total Call Put 105 58 46 14 12 3 191 110 81 354 195 160 182 106 76 203 113 90 55 46 10 24 6 18 5,138 2,485 2,653 74 47 26 141 95 46 6 4 2 67 31 36 9 7 3 8 4 4 193 146 48 5,804 3,306 2,498 60 45 15 115 78 37 0 0 0 8 3 5 179 101 78 105 77 28 14 11 3 224 133 91 24 16 8 116 107 9 1,124 641 483 14 8 7 15 4 11 72 60 13 31 23 9 86 47 39 79 38 41 477 251 226 1,537 1,056 481 53 43 10 18 8 10 213 128 85 844 395 449 476 357 119 148 120 27 79 31 48 34 28 7 10,513 6,561 3,953 87 38 49 2 1 1 166 103 62 11 10 2 262 188 74 107 58 49 110 76 34 12 5 7 45 32 13 222 148 75 679 494 185 29 17 13 89 72 17 50 36 14 813 419 394 888 523 365 43 32 12 990 652 339 10 9 1



2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151 2152 2153 2154 2155 2156 2157 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173 2174 2175 2176

Standard Symbol RVSN RDWR RA RAS RAH RMBS RPT GOLD RRC RPTP REE RZTIE RJF RYN RTN RCRC RLOC RDA RLD RNWK RP O RHT RRGB RDDY REDF RWT RBC RGC REG RGP REGN RF RGS RHB RGA RS RNR SOL RENN RCII RNF RGEN RPRX REP RJET RSG RIMM RMD REN RSO RECN ROIC REV REXX RAI RFMD RIC RICK RIGL RNOW RINO RIO RBA

Contract Volume Total Call Put 14,364 9,015 5,349 78,100 51,199 26,901 5,960 4,492 1,468 30,335 22,173 8,162 55,311 38,384 16,927 574,853 400,544 174,309 4,967 70 4,897 125,332 77,131 48,201 365,915 230,030 135,885 49,081 34,454 14,627 447,755 255,270 192,485 1 0 1 7,601 5,876 1,725 15,821 10,309 5,512 121,156 62,821 58,335 4,175 2,005 2,170 11,896 8,403 3,493 534 317 217 45,367 28,189 17,178 498 302 196 2,832 1,545 1,287 31,528 19,959 11,569 138,103 87,561 50,542 54,588 44,454 10,134 185 171 14 50,495 31,629 18,866 2,180 1,702 478 2,152 1,028 1,124 21,796 16,422 5,374 1,477 915 562 12,347 7,961 4,386 116,496 58,508 57,988 402,344 236,761 165,583 7,183 4,811 2,372 949 540 409 2,612 1,459 1,153 24,001 14,947 9,054 7,779 5,147 2,632 127,582 89,121 38,461 283,806 144,317 139,489 3,461 2,381 1,080 778 384 394 34,567 6,487 28,080 22,647 10,825 11,822 3,238 1,931 1,307 21,716 19,646 2,070 8,473 6,329 2,144 5,967,119 3,103,181 2,863,938 14,584 9,944 4,640 46,159 27,694 18,465 10,887 7,826 3,061 2,836 1,919 917 1,660 1,176 484 14,624 11,527 3,097 34,439 25,427 9,012 109,308 59,695 49,613 107,970 66,514 41,456 10,667 7,814 2,853 3,787 2,995 792 2,727 2,447 280 11,109 4,566 6,543 2,175 244 1,931 218,198 117,933 100,265 13,052 4,535 8,517

Stock Radvision Ltd. RADWARE Ltd. RailAmerica, Inc. RAIT Financial Trust Ralcorp Holdings, Inc. Rambus, Inc. Ramco-Gershenson Properties Trust Randgold Resources Limited Range Resources Corporation Raptor Pharmaceuticals Corporation Rare Element Resources Ltd. RASER Technologies, Inc. Raymond James Financial, Inc. Rayonier, Inc. Raytheon Company RC2 Corporation ReachLocal, Inc. Reader's Digest Association, Inc. (Class A) RealD, Inc. RealNetworks, Inc. RealPage, Inc. Realty Income Corporation Red Hat, Inc. Red Robin Gourmet Burgers, Inc. Reddy Ice Holdings, Inc. Rediff.com India Redwood Trust, Inc. Regal Beloit Regal Entertainment Group, Class A Regency Centers Corporation Regency Energy Partners LP Regeneron Pharmaceuticals, Inc. Regions Financial Corp. Regis Corporation RehabCare Group, Inc. Reinsurance Group of America Reliance Steel & Aluminum Co. RenaissanceRe Holdings Ltd. Renesola Limited Renren, Inc. Rent-A-Center, Inc. Rentech Nitrogen Partners LP Repligen Corp. Repros Therapeutics, Inc. Repsol, S.A. ADR Republic Airways Holdings, Inc. Republic Services, Inc.-CL A Research in Motion Limited ResMed, Inc. Resolute Energy Corporation Resource Capital Corporation Resources Connection, Inc. (New) Retail Opportunity Investments Corp. Revlon, Inc. Rex Energy Corporation Reynolds American, Inc. RF Micro Devices, Inc. Richmont Mines, Inc. Rick's Cabaret Incorp., Inc. Rigel Pharmaceuticals, Inc. RightNow Technologies, Inc. Rino International Corporation Rio Tinto plc Ritchie Bros. Auctioneers, Inc.

CBOE HOLDINGS, INC.

Page 41

Average Daily Volume Total Call Put 57 36 21 310 203 107 24 18 6 120 88 32 219 152 67 2,281 1,589 692 20 0 19 497 306 191 1,452 913 539 195 137 58 1,777 1,013 764 0 0 0 30 23 7 63 41 22 481 249 231 17 8 9 52 37 15 2 1 1 180 112 68 2 1 1 11 6 5 125 79 46 548 347 201 217 176 40 1 1 0 200 126 75 9 7 2 9 4 4 86 65 21 6 4 2 49 32 17 462 232 230 1,597 940 657 29 19 9 4 2 2 10 6 5 95 59 36 31 20 10 506 354 153 1,752 891 861 14 9 4 26 13 13 137 26 111 90 43 47 13 8 5 86 78 8 34 25 9 23,679 12,314 11,365 58 39 18 183 110 73 43 31 12 11 8 4 8 6 2 58 46 12 137 101 36 434 237 197 428 264 165 63 46 17 15 12 3 11 10 1 44 18 26 9 1 8 866 468 398 52 18 34



2177 2178 2179 2180 2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201 2202 2203 2204 2205 2206 2207 2208 2209 2210 2211 2212 2213 2214 2215 2216 2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229 2230 2231 2232 2233 2234 2235 2236 2237 2238 2239 2240

Standard Symbol RAD RVBD RLI RLJ RBN RHI RKT ROK COL RMTI ROC RODM RSTI RCI ROG ROL ROSE RST ROST ROVI RDC RY RBS RCL RDSB RDSA RGLD RES RPM RPXC RRR RTIX RTI RBY RBCN RT RTEC RUE RUTH RYAAY R SONE SFE SWY SAIA SAI SKS CRM SLXP SBH SJT SAFM SNDK SD SGMO SANM SNY SNTS SAP SAPE SLE SSL SATC SAY

Contract Volume Total Call 24,109 19,096 734,702 431,945 4,119 3,223 899 843 12,368 7,881 5,600 3,590 18,931 12,044 42,850 30,104 26,605 19,827 12,438 8,346 60,138 40,851 2,644 2,584 3,027 2,150 3,149 1,488 1,645 1,140 653 368 46,851 28,518 21,021 7,706 98,304 63,952 65,113 42,146 94,747 59,911 52,399 30,398 39,898 14,462 262,413 126,111 18,722 16,046 104,623 60,747 116,386 61,184 68,495 54,606 8,804 7,202 3,132 2,361 20,380 17,985 251 76 21,262 13,483 97,039 82,146 112,205 64,721 13,838 7,400 1,023 778 6,683 4,445 16,966 13,607 1,945 1,068 11,909 6,308 1,577 290 12,308 7,225 122,798 56,722 707 538 19,150 10,465 78,542 36,024 1,387,639 663,133 50,741 23,321 12,524 5,978 20,525 11,255 26,383 10,852 1,116,798 658,017 1,264,581 915,278 39,634 32,328 21,356 16,546 116,351 55,343 3,785 2,339 91,008 53,696 5,135 2,993 377,861 234,295 7,874 4,718 22,609 17,613 202 31

Stock Rite Aid Corporation Riverbed Technology, Inc. RLI Corporation RLJ Lodging Trust Robbins & Myers, Inc. Robert Half International, Inc. Rock-Tenn Company Rockwell Automation, Inc. Rockwell Collins Rockwell Medical Technologies, Inc. Rockwood Holdings, Inc. Rodman & Renshaw Capital Group, Inc. Rofin-Sinar Technologies, Inc. Rogers Communications-CL B Rogers Corporation Rollins, Inc. Rosetta Resources, Inc. Rosetta Stone, Inc. Ross Stores, Inc. Rovi Corporation Rowan Companies, Inc. Royal Bank of Canada Royal Bank of Scotland Group plc Royal Caribbean Cruises Ltd. Royal Dutch Shell plc Royal Dutch Shell PLC Royal Gold, Inc. RPC, Inc. RPM International, Inc. RPX Corp. RSC Holdings, Inc. RTI Biologics, Inc. RTI International Metals Rubicon Minerals Corporation Rubicon Technology, Inc. Ruby Tuesday, Inc. Rudolph Technologies, Inc. Rue 21, Inc. Ruth's Hospitality Group, Inc. Ryanair Holdings plc. Ryder System, Inc. S1 Corporation Safeguard Securities, Inc. Safeway, Inc. Saia, Inc. SAIC, Inc. Saks, Incorporated Salesforce.com Salix Pharmaceuticals, Ltd Sally Beauty Holdings, Inc. San Juan Basin Royalty Trust Sanderson Farms, Inc. SanDisk Corporation SandRidge Energy, Inc. Sangamo BioSciences, Inc. Sanmina SCI Corporation Sanofi Santarus, Inc. (New) SAP AG Sapient Corporation (New) Sara Lee Corporation SASOL LTD. Satcon Technology Corp. Satyam Computer Services Limited

CBOE HOLDINGS, INC.

Page 42

Put 5,013 302,757 896 56 4,487 2,010 6,887 12,746 6,778 4,092 19,287 60 877 1,661 505 285 18,333 13,315 34,352 22,967 34,836 22,001 25,436 136,302 2,676 43,876 55,202 13,889 1,602 771 2,395 175 7,779 14,893 47,484 6,438 245 2,238 3,359 877 5,601 1,287 5,083 66,076 169 8,685 42,518 724,506 27,420 6,546 9,270 15,531 458,781 349,303 7,306 4,810 61,008 1,446 37,312 2,142 143,566 3,156 4,996 171

Average Daily Volume Total Call Put 96 76 20 2,915 1,714 1,201 16 13 4 6 6 0 49 31 18 22 14 8 75 48 27 170 119 51 106 79 27 49 33 16 239 162 77 10 10 0 12 9 3 12 6 7 7 5 2 3 1 1 186 113 73 83 31 53 390 254 136 258 167 91 376 238 138 208 121 87 158 57 101 1,041 500 541 74 64 11 415 241 174 462 243 219 272 217 55 35 29 6 20 15 5 81 71 10 2 1 2 84 54 31 385 326 59 445 257 188 55 29 26 4 3 1 27 18 9 67 54 13 8 4 3 47 25 22 6 1 5 49 29 20 487 225 262 3 2 1 76 42 34 312 143 169 5,507 2,631 2,875 201 93 109 50 24 26 81 45 37 105 43 62 4,432 2,611 1,821 5,018 3,632 1,386 157 128 29 85 66 19 462 220 242 15 9 6 361 213 148 20 12 9 1,499 930 570 31 19 13 90 70 20 1 0 1



2241 2242 2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259 2260 2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276 2277 2278 2279 2280 2281 2282 2283 2284 2285 2286 2287 2288 2289 2290 2291 2292 2293 2294 2295 2296 2297 2298 2299 2300 2301 2302 2303 2304

Standard Symbol SHS SVNT SVVS SBAC SCG HSIC SLB SCHN SCHL SCHW SWM SCLN SGMS SNI SA SDRL STX HAWK SEE ZZ SHLD SSW SGEN SEIC SCSS SEM SIGI SRE SMTC SNH ST SXT SQNM SVM SREV SFN GAME SNDA SJR SPSC SHW SFL SHPGY SHFL SFLY SI SWIR SIFY SIGA SIGM SIAL SBNY SIG SLGN SGI SIMG SLAB SIMO SSRI SLW SCR SPG SSD SMS

Contract Volume Total Call 6,793 4,768 182,541 114,017 35,207 19,785 13,694 7,338 7,579 5,915 2,939 2,708 1,551,387 866,693 27,095 14,815 10,108 7,043 175,728 113,529 11,904 5,284 15,397 6,164 16,799 11,773 26,710 13,343 85,507 57,647 139,685 90,780 914,650 627,654 16,557 6,524 15,641 9,406 2,489 1,177 427,853 215,704 37,924 21,576 154,972 88,924 495 200 27,712 16,600 1,634 1,518 36 36 32,488 12,935 12,515 10,585 10,593 8,476 27,759 8,098 327 123 206,048 152,901 493,226 260,125 12,399 7,992 11,523 7,181 16,186 13,409 70,534 40,271 272 204 234 181 31,392 18,935 30,308 12,268 32,866 20,036 5,811 3,579 12,226 7,769 41,061 19,404 8,401 2,872 74,442 41,695 79,863 58,726 37,162 24,079 13,951 9,229 1,622 781 7,618 4,529 9,467 6,164 86,973 69,466 41,782 36,345 24,804 17,397 24,976 21,474 266,721 197,865 3,036,146 2,082,376 370 274 200,554 79,994 4,432 2,331 3,042 2,048

Stock Sauer-Danfoss, Inc. Savient Pharmaceuticals, Inc. SAVVIS, Inc. SBA Communications Corporation SCANA Corporation (New) Schein (Henry), Inc. Schlumberger Limited Schnitzer Steel Industries, Inc. Scholastic Corporation Schwab Corporation (The Charles) Schweitzer-Mauduit Int'l, Inc. SciClone Pharmaceuticals, Inc. Scientific Games Corporation Scripps Networks Interactive, Inc. Seabridge Gold, Inc. Seadrill Ltd. Seagate Technology Seahawk Drilling, Inc. Sealed Air Corporation "New" Sealy Corporation Sears Holdings Corporation Seaspan Corporation Seattle Genetics, Inc. (New) SEI Investments Company Select Comfort Corporation Select Medical Holdings Corporation Selective Insurance Group, Inc. Sempra Energy Semtech Corporation Senior Housing Properties Trust Sensata Technologies Holding Sensient Technologies Corporation Sequenom, Inc. ServiceMaster Co. ServiceSource Int'l. Inc. SFN Group Inc. Shanda Games Ltd. Shanda Interactive Entertainment Ltd. Shaw Communications, Inc. Shaw Communications, Inc. Sherwin-Williams Company (The) Ship Finance International Limited Shire plc Shuffle Master, Inc. Shutterfly, Inc. Siemens AG Sierra Wireless, Inc. Sify Technologies Limited SIGA Technologies, Inc. Sigma Designs, Inc. Sigma-Aldrich Corporation Signature Bank Signet Jewelers Ltd. Silgan Holdings, Inc. Silicon Graphics International Corp. Silicon Image, Inc. Silicon Laboratories, Inc. Silicon Motion Technology Corporation Silver Standard Resources, Inc. Silver Wheaton Corporation Simcere Pharmaceutical Group Simon Property Group, Inc. Simpson Manufacturing Co., Inc. Sims Metal Management Limited

CBOE HOLDINGS, INC.

Page 43

Put 2,025 68,524 15,422 6,356 1,664 231 684,694 12,280 3,065 62,199 6,620 9,233 5,026 13,367 27,860 48,905 286,996 10,033 6,235 1,312 212,149 16,348 66,048 295 11,112 116 0 19,553 1,930 2,117 19,661 204 53,147 233,101 4,407 4,342 2,777 30,263 68 53 12,457 18,040 12,830 2,232 4,457 21,657 5,529 32,747 21,137 13,083 4,722 841 3,089 3,303 17,507 5,437 7,407 3,502 68,856 953,770 96 120,560 2,101 994

Average Daily Volume Total Call Put 40 28 12 724 452 272 140 79 61 54 29 25 30 23 7 12 11 1 6,156 3,439 2,717 108 59 49 40 28 12 697 451 247 47 21 26 61 24 37 67 47 20 106 53 53 339 229 111 554 360 194 3,630 2,491 1,139 66 26 40 62 37 25 10 5 5 1,698 856 842 150 86 65 615 353 262 2 1 1 110 66 44 6 6 0 0 0 0 129 51 78 50 42 8 42 34 8 110 32 78 1 0 1 818 607 211 1,957 1,032 925 69 44 24 46 28 17 64 53 11 280 160 120 1 1 0 3 2 1 125 75 49 120 49 72 130 80 51 23 14 9 49 31 18 163 77 86 33 11 22 295 165 130 317 233 84 147 96 52 55 37 19 6 3 3 30 18 12 38 24 13 345 276 69 166 144 22 98 69 29 99 85 14 1,058 785 273 12,048 8,263 3,785 1 1 0 796 317 478 18 9 8 12 8 4



2305 2306 2307 2308 2309 2310 2311 2312 2313 2314 2315 2316 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329 2330 2331 2332 2333 2334 2335 2336 2337 2338 2339 2340 2341 2342 2343 2344 2345 2346 2347 2348 2349 2350 2351 2352 2353 2354 2355 2356 2357 2358 2359 2360 2361 2362 2363 2364 2365 2366 2367 2368

Standard Symbol SINA SCEI SCOK SHI CTESY SVA SIRI SIRO SIX SKX SKH SKUL SPU SKYW SWKS SLG SLM SM SMBL SMOD SMT HEAT SWHC SMSI SFD SMTX SSCC SNA SQM SODA SOHU SLRC SWI SZYM SLH SOA SOMX SAH SONC SNIC SON SONO SONS SNE SORL BID FIRE SJI SO PCU SUG LUV SWN SSS SPAR SEH SE SEP SPB SPPI SPR SPRD S SPW

Contract Volume Total Call 1,729,558 1,062,216 40,075 19,379 43,096 25,660 6,094 2,383 8,449 2,412 3,455 3,229 1,406,710 1,194,392 2,659 1,476 12,741 6,531 95,291 55,260 59,575 38,037 8,819 5,566 30,768 10,877 1,378 697 602,188 411,683 23,439 11,647 168,690 85,763 25,973 15,718 3,445 2,900 23,545 18,077 13,057 9,277 11,609 8,158 16,487 14,953 9,841 6,223 97,834 73,825 557 498 29,415 16,272 6,648 4,217 25,051 16,657 241,394 148,456 327,795 196,138 11,188 9,876 50,149 18,877 19,161 16,377 614 441 39,453 22,678 112,050 101,189 12,973 10,691 5,664 3,477 10,379 5,212 6,977 5,707 6,990 4,010 76,360 71,972 108,381 50,428 1,823 869 76,731 39,136 36,402 26,096 2,075 1,730 158,779 92,136 186,826 107,071 89,115 66,652 105,504 76,836 477,196 338,331 1,675 1,406 2,259 1,404 4,715 489 54,479 40,208 5,186 3,734 2,000 747 256,451 151,324 9,747 6,650 329,098 149,043 1,998,517 1,510,617 20,105 8,566

Stock SINA Corporation Sino Clean Energy, Inc. SinoCoking Coal & Coke Chemical Inds. Sinopec Shanghai Petrochemical Co. Ltd. Sinotech Energy Ltd. Sinovac Biotech Ltd. SIRIUS XM Radio Sirona Dental Systems, Inc. Six Flags, Inc. Skechers U.S.A., Inc. Skilled Healthcare Group, Inc. Skullcandy, Inc. SkyPeople Fruit Juice, Inc. SkyWest Inc. Skyworks Solutions, Inc.. SL Green Realty Corp. SLM Corporation SM Energy Company Smart Balance, Inc. Smart Modular Technologies WWH, Inc. Smart Technologies, Inc. Smartheat, Incorp. Smith & Wesson Holding Corporation Smith Micro Software, Inc. Smithfield Foods, Inc. SMTC Corporation Smurfit Stone Container Corporation Snap-On, Inc. Sociedad Quimica Y Minera de Chile SA SodaStream Int'l. Ltd. Sohu.com, Inc. Solar Capital Ltd. Solarwinds, Inc. Solazyme, Inc. Solera Holdings, Inc. Solutia, Inc. Somaxon Pharmaceuticals, Inc. Sonic Automotive, Inc. Sonic Corp. Sonic Solutions Sonoco Products Company SonoSite, Inc. Sonus Networks, Inc. Sony Corporation ADR SORL Auto Parts, Inc. Sotheby's Sourcefire, Incorp. South Jersey Industries, Inc. Southern Company (The) Southern Copper Corporation Southern Union Company Southwest Airlines Co. Southwestern Energy Company Sovran Self Storage, Inc. Spartan Motors, Inc. Spartech Corporation Spectra Energy Corporation Spectra Energy Partners LP Spectrum Brands Holdings, Inc. Spectrum Pharmaceuticals, Inc. Spirit Aerosystems Holdings, Inc. Spreadtrum Communications, Inc. Sprint Nextel Corporation SPX Corporation

CBOE HOLDINGS, INC.

Page 44

Put 667,342 20,696 17,436 3,711 6,037 226 212,318 1,183 6,210 40,031 21,538 3,253 19,891 681 190,505 11,792 82,927 10,255 545 5,468 3,780 3,451 1,534 3,618 24,009 59 13,143 2,431 8,394 92,938 131,657 1,312 31,272 2,784 173 16,775 10,861 2,282 2,187 5,167 1,270 2,980 4,388 57,953 954 37,595 10,306 345 66,643 79,755 22,463 28,668 138,865 269 855 4,226 14,271 1,452 1,253 105,127 3,097 180,055 487,900 11,539

Average Daily Volume Total Call Put 6,863 4,215 2,648 237 115 122 171 102 69 24 9 15 34 10 24 14 13 1 5,582 4,740 843 11 6 5 51 26 25 378 219 159 236 151 85 83 53 31 122 43 79 5 3 3 2,390 1,634 756 93 46 47 669 340 329 103 62 41 14 12 2 93 72 22 52 37 15 46 32 14 65 59 6 39 25 14 388 293 95 2 2 0 117 65 52 26 17 10 99 66 33 1,349 829 519 1,301 778 522 46 41 5 199 75 124 135 115 20 2 2 1 157 90 67 445 402 43 51 42 9 22 14 9 41 21 21 28 23 5 28 16 12 303 286 17 430 200 230 7 3 4 304 155 149 144 104 41 8 7 1 630 366 264 741 425 316 354 264 89 419 305 114 1,894 1,343 551 7 6 1 9 6 3 19 2 17 216 160 57 21 15 6 19 7 12 1,018 600 417 39 26 12 1,306 591 715 7,931 5,995 1,936 80 34 46



2369 2370 2371 2372 2373 2374 2375 2376 2377 2378 2379 2380 2381 2382 2383 2384 2385 2386 2387 2388 2389 2390 2391 2392 2393 2394 2395 2396 2397 2398 2399 2400 2401 2402 2403 2404 2405 2406 2407 2408 2409 2410 2411 2412 2413 2414 2415 2416 2417 2418 2419 2420 2421 2422 2423 2424 2425 2426 2427 2428 2429 2430 2431 2432

Standard Symbol SRX SSNC STJ STAG STMP SMSC SMP SPF SWK SPLS SBLK CIGX SBUX SRT HOT STWD STT STO STEC STLD SCS SMRT SRCL STE SBIB STRL STSA SLT STXS SHOO STEI SF SWC STM SGY STON SRI STRI SSYS BEE STRA SYK RGR SPH SFSF INN SNBC SLF SXC SU SXL SUN SPWR SPWRA SRZ STP STI SMCI SPN SPMD SUPX SVU SPRT SRDX

Contract Volume Total Call 108,101 79,685 1,617 917 105,094 66,323 844 671 17,718 11,646 3,338 1,164 3,517 2,142 31,910 24,469 52,477 26,318 148,743 93,670 597 454 334,423 265,749 699,984 323,555 242 221 326,616 181,118 9,158 6,541 195,918 105,225 44,333 30,206 418,833 254,926 162,620 117,313 4,227 3,762 1,649 625 24,773 12,728 627 454 749 496 686 301 6,444 1,191 20,586 7,726 1,426 1,301 3,427 2,605 446 333 8,187 6,274 307,219 199,430 13,904 11,535 47,501 31,221 21,299 8,628 2,342 1,392 19,727 6,725 7,755 3,790 4,189 2,969 17,749 8,114 72,236 42,100 13,304 8,498 3,255 1,488 142,445 87,190 349 85 1,410 986 7,703 5,372 866 480 1,030,819 692,436 9,564 6,207 208,259 116,879 465,722 186,549 563,422 290,763 24,766 14,003 388,562 196,992 309,946 190,085 4,257 3,268 55,900 31,838 1,539 1,251 1,145 289 416,251 234,546 10,793 10,622 1,453 506

Stock SRA International, Inc. SS&C Technologies Holdings, Inc. St. Jude Medical, Inc. STAG Industrial, Inc. Stamps.com, Inc. (New) Standard Microsystems Corp. Standard Motor Products, Inc. Standard Pacific Corp. Stanley Works (The) Staples, Inc. Star Bulk Carriers Corp. Star Scientific, Inc. Starbucks Corporation StarTek, Inc. Starwood Hotels & Resorts Worldwide, Inc. Starwood Property Trust, Inc. State Street Corporation Statoil ASA STEC, Inc. Steel Dynamics, Inc. Steelcase, Inc.-Class A Stein Mart, Inc. Stericycle, Inc. STERIS Corporation Sterling Bancshares, Inc. Sterling Construction Company, Inc. Sterling Financial Corporation Sterlite Industries (India) Ltd. Sterotaxis, Inc. Steven Madden, Ltd. Stewart Enterprises, Inc. Stifel Financial Corp. Stillwater Mining Company STMicroelectronics N.V. Stone Energy Corp. Stonemor Partners LP Stoneridge, Inc. STR Holdings, Inc. Stratasys, Inc. Strategic Hotels & Resorts, Inc. Strayer Education, Inc. Stryker Corporation Sturm, Ruger & Company, Inc. Suburban Propane Partners LP SuccessFactors, Inc. Summit Hotel Properties, Inc. Sun Bancorp, Inc. Sun Life Financial Services of Canada, Inc. SunCoke Energy, Inc. Suncor Energy, Inc. Sunoco Logistics Partners LP Sunoco, Inc. SunPower Corp. SunPower Corporation Sunrise Senior Living, Inc. Suntech Power Holdings Co., Ltd. SunTrust Banks, Inc. Super Micro Computer, Inc. Superior Energy Services, Inc. (New) SuperMedia, Inc. Supertex, Inc. (New) SUPERVALU, Inc. Support.com, Inc. SurModics, Inc.

CBOE HOLDINGS, INC.

Page 45

Put 28,416 700 38,771 173 6,072 2,174 1,375 7,441 26,159 55,073 143 68,674 376,429 21 145,498 2,617 90,693 14,127 163,907 45,307 465 1,024 12,045 173 253 385 5,253 12,860 125 822 113 1,913 107,789 2,369 16,280 12,671 950 13,002 3,965 1,220 9,635 30,136 4,806 1,767 55,255 264 424 2,331 386 338,383 3,357 91,380 279,173 272,659 10,763 191,570 119,861 989 24,062 288 856 181,705 171 947

Average Daily Volume Total Call Put 429 316 113 6 4 3 417 263 154 5 4 1 70 46 24 13 5 9 14 9 5 127 97 30 208 104 104 590 372 219 2 2 1 1,327 1,055 273 2,778 1,284 1,494 1 1 0 1,296 719 577 36 26 10 777 418 360 176 120 56 1,662 1,012 650 645 466 180 17 15 2 7 2 4 98 51 48 2 2 1 3 2 1 3 1 2 26 5 21 82 31 51 6 5 0 14 10 3 2 1 0 32 25 8 1,219 791 428 55 46 9 188 124 65 85 34 50 9 6 4 78 27 52 31 15 16 17 12 5 70 32 38 287 167 120 53 34 19 13 6 7 565 346 219 2 0 1 8 5 2 31 21 9 8 5 4 4,091 2,748 1,343 38 25 13 826 464 363 1,848 740 1,108 2,236 1,154 1,082 98 56 43 1,542 782 760 1,230 754 476 17 13 4 222 126 95 7 6 1 5 1 3 1,652 931 721 43 42 1 6 2 4



2433 2434 2435 2436 2437 2438 2439 2440 2441 2442 2443 2444 2445 2446 2447 2448 2449 2450 2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473 2474 2475 2476 2477 2478 2479 2480 2481 2482 2483 2484 2485 2486 2487 2488 2489 2490 2491 2492 2493 2494 2495 2496

Standard Symbol SUSQ SUTR SIVB SFY SWFT SWSH SXCI SYKE SYMC SYA SYNA SNCR SURG ELOS SYT SNX SNPS SYNO SNV SNTA SYY SYX TROW TTES TSM TTWO XRS TAL TLB TLCR TLEO TLM TAM SKT TRX TAOM NGLS TRGT TGT TGB TASR TCL TTM TCO TBSI TCP TCB AMTD TEL TISI TEA TECD TECH TCK TE TK TGP TOO TNK TRC TKLC TNE TEO NZT

Stock Susquehanna Bancshares, Inc. Sutor Technology Group SVB Financial Group Swift Energy Company (New) Swift Transporation Co., Inc. Swisher Hygiene, Inc. SXC Health Solutions Corporation Sykes Enterprises, Inc. Symantec Corporation Symetra Financial Corporation Synaptics, Incorporated Synchronoss Technologies, Inc. Synergetics USA, Inc. Syneron Medical Ltd. Syngenta AG SYNNEX Corporation Synopsys, Inc. Synovis Life Technologies, Inc. Synovous Financial Corp. Synta Pharmaceuticals Corporation Sysco Corporation Systemax, Inc. T. Rowe Price Group, Inc. T-3 Energy Services, Inc. Taiwan Semiconductor Manufacturing Company Ltd. Take-Two Interactive Software Tal Education Group TAL Int'l Group, Inc. Talbots, Inc. (The) Talecris Biotherapeutics Holding Company Taleo Corporation Talisman Energy, Inc. Tam SA Tanger Factory Outlet Centers, Inc. Tanzanian Royalty Exploration Corporation Taomee Holdings Ltd. Targa Resources Partners LP Targacept, Inc. Target Corporation Taseko Mines, Ltd. TASER International, Inc. Tata Communications Limited Tata Motors Limited Taubman Centers, Inc. TBS International Limited TC Pipelines LP TCF Financial Corporation TD Ameritrade Holding Corp. TE Connectivity Ltd. Team, Inc. Teavana Holdings, Inc. Tech Data Corporation Techne Corporation Teck Resources Limited TECO Energy, Inc. Teekay Corporation Teekay LNG Partners LP Teekay Offshore Partners LP Teekay Tankers Ltd. Tejon Ranch Co. Tekelec Tele Norte Leste Participacoes SA Telecom Argentina SA Telecom Corporation of New Zealand Limited ADR

CBOE HOLDINGS, INC.

Page 46

Contract Volume Total Call 12,691 9,765 1,074 330 2,596 1,462 14,171 10,792 38,245 31,935 40,820 24,983 8,699 5,236 1,690 1,030 293,162 217,212 630 57 92,410 37,454 10,416 8,185 652 380 7,017 5,619 6,431 4,437 6,017 4,713 11,226 7,358 5,692 3,260 52,486 35,006 25,823 17,650 151,410 93,937 4,057 3,003 50,501 33,563 142 66 54,120 32,744 133,912 97,475 1,816 1,362 8,267 5,484 105,386 60,803 73,846 32,384 8,533 6,074 53,480 29,398 4,159 1,334 2,812 1,854 76,973 35,182 969 660 26,129 20,619 196,356 138,663 1,077,394 612,350 78,354 61,090 22,656 20,551 1,230 1,109 89,495 49,357 3,785 1,442 3,330 1,979 3,664 2,185 37,280 16,002 100,738 67,554 19,912 14,429 1,409 1,065 5,225 3,047 11,660 5,165 1,850 1,184 453,845 283,327 9,583 5,420 28,897 17,135 11,855 7,784 8,864 2,806 13,995 7,665 174 43 46,181 25,543 3,520 1,793 9,493 7,604 7,469 4,804

Put 2,926 744 1,134 3,379 6,310 15,837 3,463 660 75,950 573 54,956 2,231 272 1,398 1,994 1,304 3,868 2,432 17,480 8,173 57,473 1,054 16,938 76 21,376 36,437 454 2,783 44,583 41,462 2,459 24,082 2,825 958 41,791 309 5,510 57,693 465,044 17,264 2,105 121 40,138 2,343 1,351 1,479 21,278 33,184 5,483 344 2,178 6,495 666 170,518 4,163 11,762 4,071 6,058 6,330 131 20,638 1,727 1,889 2,665

Average Daily Volume Total Call Put 50 39 12 4 1 3 10 6 5 56 43 13 152 127 25 226 138 87 35 21 14 7 4 3 1,163 862 301 3 0 2 367 149 218 41 32 9 3 2 1 28 22 6 26 18 8 24 19 5 45 29 15 23 13 10 208 139 69 102 70 32 601 373 228 16 12 4 200 133 67 1 0 0 215 130 85 531 387 145 7 5 2 46 30 15 418 241 177 293 129 165 34 24 10 212 117 96 17 5 11 11 7 4 305 140 166 11 7 3 104 82 22 779 550 229 4,275 2,430 1,845 311 242 69 90 82 8 5 4 0 355 196 159 15 6 9 13 8 5 15 9 6 148 64 84 400 268 132 79 57 22 6 4 1 59 34 24 46 20 26 7 5 3 1,801 1,124 677 38 22 17 115 68 47 47 31 16 84 26 57 56 30 25 2 1 2 183 101 82 14 7 7 38 30 7 30 19 11


CBOE Equity Options Volume (Includes LEAPS) Standard Symbol 2497 2498 2499 2500 2501 2502 2503 2504 2505 2506 2507 2508 2509 2510 2511 2512 2513 2514 2515 2516 2517 2518 2519 2520 2521 2522 2523 2524 2525 2526 2527 2528 2529 2530 2531 2532 2533 2534 2535 2536 2537 2538 2539 2540 2541 2542 2543 2544 2545 2546 2547 2548 2549 2550 2551 2552 2553 2554 2555 2556 2557 2558 2559 2560

TI TSP TSYS VIV TEF TMX TDS TSTC TTEC TLAB TSLA TIN TPX TS THC TEN TDC TER TEX TX TMRK TESO TSO TLLP TSRA TTEK TTI TEVA TCBI TXI TXN TXRH TXT TFSL ANDE BK BX BONT BCO BKE CATO DTV DM FINL GEO GS GRC GBX HSY SJM LG MSG MIDD NDAQ PTRY PGR RYL SMG SHAW SPNC JOE TBL TRV ULTI

Contract Volume Total Call Put 1,264 840 424 289 159 130 8,078 7,939 139 9,433 4,830 4,603 95,187 54,858 40,329 15,744 8,228 7,516 61,909 31,086 30,823 43,202 19,491 23,711 2,543 1,616 927 132,382 85,723 46,659 296,624 187,002 109,622 264,679 156,487 108,192 74,921 31,597 43,324 45,003 23,483 21,520 181,362 109,890 71,472 30,424 18,518 11,906 66,903 40,650 26,253 85,211 61,387 23,824 159,753 109,877 49,876 28,334 24,897 3,437 25,702 13,198 12,504 7,022 3,356 3,666 391,048 260,839 130,209 1,790 795 995 43,627 29,600 14,027 3,340 2,614 726 11,420 7,061 4,359 1,105,323 660,359 444,964 361 305 56 46,142 14,028 32,114 577,871 298,922 278,949 6,519 3,584 2,935 203,821 145,079 58,742 6,329 3,591 2,738 14,205 10,217 3,988 463,025 257,780 205,245 364,564 267,047 97,517 8,239 7,035 1,204 5,552 3,429 2,123 37,238 10,415 26,823 1,951 879 1,072 346,229 190,511 155,718 9,905 5,030 4,875 24,293 16,534 7,759 263 33 230 3,231,331 1,616,698 1,614,633 296 184 112 4,224 2,734 1,490 56,669 38,296 18,373 21,863 8,396 13,467 1,452 1,068 384 4,570 2,762 1,808 5,818 2,725 3,093 120,088 84,892 35,196 6,786 5,180 1,606 34,698 26,925 7,773 37,538 16,199 21,339 17,671 10,269 7,402 135,653 73,246 62,407 287 204 83 248,821 99,152 149,669 19,330 14,332 4,998 102,112 59,766 42,346 2,160 1,533 627

Stock Telecom Italia SpA ADS Telecommunicacoes de Sao Paulo SA TeleCommunication Systems, Inc. Telefonica Brasil, S.A. Telefonica de Espana, S.A. ADR Telefonos de Mexico, S.A. de C.V. ADR Telephone & Data Systems, Inc. Telestone Technologies Corporation TeleTech Holdings, Inc. Tellabs, Inc. Telsa Motors, Inc. Temple-Inland, Inc. Tempur-Pedic International, Inc. Tenaris S.A. Tenet Healthcare Corporation Tenneco, Inc. Teradata Corporation Teradyne, Inc. Terex Corporation Ternium S.A. Terremark Worldwide, Inc. Tesco Corporation Tesoro Corporation Tesoro Logistics LP Tessera Technologies, Inc. Tetra Tech, Inc. TETRA Technologies, Inc. (New) Teva Pharmaceutical Industries Limited ADR Texas Capital Bancshares, Inc. Texas Industries, Inc. Texas Instruments, Incorporated Texas Roadhouse, Inc. Textron, Inc. TFS Financial Corp. The Andersons, Inc. The Bank of New York Mellon Corporation The Blackstone Group LP The Bon-Ton Stores, Inc. The Brink's Company The Buckle, Inc. The Cato Corporation The DIRECTV Group, Inc. The Dolan Company The Finish Line - CL A The GEO Group, Inc. The Goldman Sachs Group, Inc. The Gorman-Rupp Company The Greenbrier Companies, Inc. The Hershey Company The J.M. Smucker Company The Laclede Group, Inc. The Madison Square Garden Company The Middleby Corporation The Nasdaq OMX Group, Inc. The Pantry, Inc. The Progressive Corporation The Ryland Group, Inc. The Scotts Miracle-Gro Company The Shaw Group, Inc. The Spectranetics Corporation The St Joe Company The Timberland Company The Travelers Companies, Inc. The Ultimate Software Group, Inc.

CBOE HOLDINGS, INC.

Page 47

Average Daily Volume Total Call Put 5 3 2 1 1 1 32 32 1 37 19 18 378 218 160 62 33 30 246 123 122 171 77 94 10 6 4 525 340 185 1,177 742 435 1,050 621 429 297 125 172 179 93 85 720 436 284 121 73 47 265 161 104 338 244 95 634 436 198 112 99 14 102 52 50 28 13 15 1,552 1,035 517 11 5 6 173 117 56 13 10 3 45 28 17 4,386 2,620 1,766 1 1 0 183 56 127 2,293 1,186 1,107 26 14 12 809 576 233 25 14 11 56 41 16 1,837 1,023 814 1,447 1,060 387 33 28 5 22 14 8 148 41 106 8 3 4 1,374 756 618 39 20 19 96 66 31 1 0 1 12,823 6,415 6,407 2 1 1 17 11 6 225 152 73 87 33 53 6 4 2 18 11 7 23 11 12 477 337 140 27 21 6 138 107 31 149 64 85 70 41 29 538 291 248 1 1 0 987 393 594 77 57 20 405 237 168 9 6 2



2561 2562 2563 2564 2565 2566 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585 2586 2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598 2599 2600 2601 2602 2603 2604 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2619 2620 2621 2622 2623 2624

Standard Symbol VAL DIS WRC WEN WTSLA NCTY THRX TMO TNB TC THO THOR THQI TIBX TICC TDW TIF THI TSU TWC TWX TKR TWI TITN TIE TIVO TJX TNS TOL TMK TRNX TD TOT TSS TWGP TW TWER TM TSCO TRAD TSON TRH TAT TRP TSPT TDG TGA TLP RIG TXCC TZOO THS TREX TRID TRMB TSL TRN TRIP GTS TQNT TRLG TRST TRW TNP

Contract Volume Total Call 2,130 1,898 920,768 517,098 10,885 5,215 116,397 87,404 10,328 10,207 845 770 27,566 9,417 30,880 12,756 2,790 1,771 160,747 41,257 3,673 2,075 80,575 26,833 33,055 24,939 170,888 132,396 6,782 4,757 41,210 21,158 287,990 165,082 3,683 2,610 2,933 1,375 34,883 18,620 307,279 175,524 17,686 13,257 22,541 16,529 18,848 14,510 228,140 160,923 865,277 612,327 76,491 37,448 1,216 868 146,824 81,137 6,509 5,312 6,381 3,400 57,448 29,272 234,483 153,331 10,763 9,893 1,040 325 12,637 8,184 29,706 26,343 178,805 89,745 37,713 20,557 1,188 976 485 449 15,992 11,048 17,468 15,544 18,681 15,559 47,463 30,092 21,961 2,440 26,181 19,584 2,947 1,781 1,076,336 594,656 1,494 1,343 108,158 60,837 3,712 2,318 1,789 951 1,013 993 8,870 5,938 327,962 179,870 28,694 18,392 91 61 1,041 505 242,024 161,968 19,738 11,946 144 48 48,451 25,635 3,425 1,526

Stock The Valspar Corporation The Walt Disney Company The Warnaco Group, Inc. The Wendy's Company The Wet Seal, Inc. The9 Limited Theravance, Inc. Thermo Fisher Scientific, Inc. Thomas & Betts Corporation Thompson Creek Metals Company, Inc. Thor Industries, Inc. Thoratec Corporation THQ, Inc. TIBCO Software Ticc Capital Corporation Tidewater, Inc. Tiffany & Co. Tim Hortons, Inc. Tim Participacoes SA Time Warner Cable, Inc. Time Warner, Inc. Timken Company (The) Titan International, Inc. Titan Machinery, Inc. Titanium Metals Corporation TiVo, Inc. TJX Companies, Inc. (The) TNS, Inc. Toll Brothers, Inc. Torchmark Corporation Tornier NV Toronto Dominion Bank Total S.A. (ADR) Total System Services, Inc. Tower Group, Inc. Towers Watson & Co. Towerstream Corporation Toyota Motor Corporation ADR Tractor Supply Company Tradestation Group, Inc. TranS1, Inc. Transatlantic Holdings, Inc. TransAtlantic Petroleum Ltd. TransCanada Corporation Transcept Pharmaceuticals, Inc. TransDigm Group, Inc. TransGlobe Energy Corporation Transmontaigne Partners LP Transocean Ltd. Transwitch Corp. Travelzoo, Inc. TreeHouse Foods, Inc. Trex Company, Inc. Trident Microsystems, Inc. Trimble Navigation Limited Trina Solar Limited Trinity Industries, Inc. TripAdvisor, Inc. Triple-S Management Corporation Triquint Semiconductor, Inc. True Religon Apparel, Inc. Trustco Bank Corporation TRW Automotive Holdings Corporation Tsakos Energy Navigation Ltd.

CBOE HOLDINGS, INC.

Page 48

Put 232 403,670 5,670 28,993 121 75 18,149 18,124 1,019 119,490 1,598 53,742 8,116 38,492 2,025 20,052 122,908 1,073 1,558 16,263 131,755 4,429 6,012 4,338 67,217 252,950 39,043 348 65,687 1,197 2,981 28,176 81,152 870 715 4,453 3,363 89,060 17,156 212 36 4,944 1,924 3,122 17,371 19,521 6,597 1,166 481,680 151 47,321 1,394 838 20 2,932 148,092 10,302 30 536 80,056 7,792 96 22,816 1,899

Average Daily Volume Total Call Put 8 8 1 3,654 2,052 1,602 43 21 23 462 347 115 41 41 0 3 3 0 109 37 72 123 51 72 11 7 4 638 164 474 15 8 6 320 106 213 131 99 32 678 525 153 27 19 8 164 84 80 1,143 655 488 15 10 4 12 5 6 138 74 65 1,219 697 523 70 53 18 89 66 24 75 58 17 905 639 267 3,434 2,430 1,004 304 149 155 5 3 1 583 322 261 26 21 5 29 15 14 228 116 112 930 608 322 43 39 3 4 1 3 50 32 18 122 108 14 710 356 353 150 82 68 5 4 1 3 3 0 63 44 20 69 62 8 74 62 12 668 424 245 87 10 77 104 78 26 12 7 5 4,271 2,360 1,911 8 7 1 429 241 188 15 9 6 7 4 3 4 4 0 35 24 12 1,301 714 588 114 73 41 11 8 4 4 2 2 960 643 318 78 47 31 1 0 0 192 102 91 14 6 8



2625 2626 2627 2628 2629 2630 2631 2632 2633 2634 2635 2636 2637 2638 2639 2640 2641 2642 2643 2644 2645 2646 2647 2648 2649 2650 2651 2652 2653 2654 2655 2656 2657 2658 2659 2660 2661 2662 2663 2664 2665 2666 2667 2668 2669 2670 2671 2672 2673 2674 2675 2676 2677 2678 2679 2680 2681 2682 2683 2684 2685 2686 2687 2688

Standard Symbol TTMI TA TUES TUP TKC TPC TWTC TWO TYC TYL TSN USB GROW UBNT UBS UGI UIL ULTA UCTT UPL UGP UTEK UMBF UMPQ UA UNF UN UL UNP UIS UNT UCBI UAL UDR UBNK UMC UNFI UNTD UPS URI X USTR UTX UTHR UNH UAM UVV PANL UFPI UHS UTA UNM UQM URRE URBN UPI URS LCC USEG USNA USU USG UTSI VFC

Contract Volume Total Call 30,093 18,875 11,544 9,201 3,992 3,250 22,221 13,938 7,911 2,933 5,176 3,439 5,703 4,321 43,629 26,542 346,656 258,999 269 147 153,722 111,876 1,018,908 575,206 2,087 1,413 121 64 130,866 85,532 5,299 4,453 2,626 1,964 42,028 20,475 3,146 2,418 254,745 168,866 4,560 3,654 22,244 17,874 754 526 807 399 147,590 85,746 1,881 1,008 19,284 15,986 7,617 5,621 391,804 183,234 82,356 42,206 9,166 4,626 115,554 115,554 1,093,380 758,817 3,006 1,816 70 0 766 560 4,452 1,433 21,372 4,239 1,079,874 724,102 69,657 46,946 2,320,145 1,412,523 7,375 5,171 474,525 285,128 252,801 140,192 572,555 295,836 2,263 1,099 11,901 7,469 157,258 105,052 6,081 4,528 29,737 6,959 25,744 11,755 20,793 9,581 23,069 10,954 6,296 4,705 167,071 85,795 3,711 2,721 8,202 6,256 330,390 236,553 22,076 15,819 21,746 7,267 138,892 89,971 128,990 78,130 6,280 4,263 43,499 17,401

Stock TTM Technologies, Inc. Tucker Anthony Sutro Tuesday Morning Corporation Tupperware Brands Turkcell Iietisim Hizmetler AS Tutor Perini Corporation TW Telecom, Inc. Two Harbors Investment Corporation Tyco International Limited Tyler Technologioes, Inc. Tyson Foods, Inc. (Class A) U.S. Bancorp U.S. Global Investors, Inc. Ubiquiti Networks, Inc. UBS AG UGI Corporation UIL Holdings Corporation Ulta Salon, Cosmetics & Fragrance, Inc. Ultra Clean Holdings, Inc. Ultra Petroleum Corp. Ultrapar Participacoes SA Ultratech, Inc. UMB Financial Corporation Umpqua Holdings Corporation Under Armour, Inc. UniFirst Corporation Unilever N.V. Unilever Plc Union Pacific Corporation Unisys Corporation Unit Corporation United Community Banks, Inc. United Continental Holdings, Inc. United Dominion Realty Trust United Financial Bancorp, Inc. United Microelectronics Corporation United Natural Foods, Inc. (New) United Online, Inc. United Parcel Service, Inc. United Rentals, Inc. United States Seel Corporation United Stationers, Inc. United Technologies Corporation United Therapeutics Corp. UnitedHealth Group Universal American Financial Corp. Universal Corporation Universal Display Corporation Universal Forest Products, Inc. Universal Health Services, Inc. Universal Travel Group Unum Group UQM Technologies, Inc. Uranium Resources, Inc. Urban Outfitters, Inc. Uroplasty, Inc. URS Corporation US Airways Group, Inc, (New) US Energy Corporation USANA Health Sciences, Inc. USEC, Inc. USG Corporation UTStarcom Holdings Corp. V.F. Corporation

CBOE HOLDINGS, INC.

Page 49

Put 11,218 2,343 742 8,283 4,978 1,737 1,382 17,087 87,657 122 41,846 443,702 674 57 45,334 846 662 21,553 728 85,879 906 4,370 228 408 61,844 873 3,298 1,996 208,570 40,150 4,540 0 334,563 1,190 70 206 3,019 17,133 355,772 22,711 907,622 2,204 189,397 112,609 276,719 1,164 4,432 52,206 1,553 22,778 13,989 11,212 12,115 1,591 81,276 990 1,946 93,837 6,257 14,479 48,921 50,860 2,017 26,098

Average Daily Volume Total Call Put 119 75 45 46 37 9 16 13 3 88 55 33 31 12 20 21 14 7 23 17 5 173 105 68 1,376 1,028 348 1 1 0 610 444 166 4,043 2,283 1,761 8 6 3 4 2 2 519 339 180 21 18 3 10 8 3 167 81 86 12 10 3 1,011 670 341 18 15 4 88 71 17 3 2 1 3 2 2 586 340 245 7 4 3 77 63 13 30 22 8 1,555 727 828 327 167 159 36 18 18 459 459 0 4,339 3,011 1,328 12 7 5 0 0 0 3 2 1 18 6 12 85 17 68 4,285 2,873 1,412 276 186 90 9,207 5,605 3,602 29 21 9 1,883 1,131 752 1,003 556 447 2,272 1,174 1,098 9 4 5 47 30 18 624 417 207 24 18 6 118 28 90 102 47 56 83 38 44 92 43 48 25 19 6 663 340 323 15 11 4 33 25 8 1,311 939 372 88 63 25 86 29 57 551 357 194 512 310 202 25 17 8 173 69 104



2689 2690 2691 2692 2693 2694 2695 2696 2697 2698 2699 2700 2701 2702 2703 2704 2705 2706 2707 2708 2709 2710 2711 2712 2713 2714 2715 2716 2717 2718 2719 2720 2721 2722 2723 2724 2725 2726 2727 2728 2729 2730 2731 2732 2733 2734 2735 2736 2737 2738 2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751 2752

Standard Symbol EGY MTN VCI VALE/P VALE VRX VLNC VLO VR VLY VMI VCLK VVTV VIT VNDA VHS VNR VAR VSEA VDSI VASC WOOF VGR VVC VECO VELT VQ VTR VTUS VE VRA VRNM PAY VRGY VRNT VRSN VRSK VZ VRS VRTX VIA VIA.B VSAT VICL VICR VPFG VIP VMED VHC VPHM V VSH VPG VISN VGZ VPRT VC VSI VVUS VMW CALL VOD VOLC VLCM

Stock VAALCO Energy, Inc. Vail Resorts, Inc. (New) Valassis Communications, Inc. Vale SA Vale SA Valeant Pharmaceuticals International Valence Technology, Inc. Valero Energy Corp. Validus Holdings Limited Valley National Bancorp Valmont Industries, Inc. ValueClick, Inc. ValueVision Media, Inc. CL A Vanceinfo Technologies, Inc. Vanda Pharmaceuticals, Inc. Vanguard Health Systems Vanguard Natural Resources LLC Varian Associates, Inc. Varian Semiconductor Equipment Associates, Inc. VASCO Data Security International, Inc. Vascular Solutions, Inc. (New) VCA Antech, Inc. Vector Group Ltd. Vectren Corporation Veeco Instruments, Inc. Velti PLC Venoco, Inc. Ventas, Inc. Ventrus Biosciences, Inc. Veolia Environnment Vera Bradley, Inc. Verenium Corporation VeriFone Systems, Inc. Verigy Ltd. Verint Systems, Inc. Verisign, Inc. Verisk Analytics, Inc. Verizon Communications, Inc. Verso Paper Co. Vertex Pharmaceuticals, Inc. Viacom, Inc. Class A Viacom, Inc. Class B ViaSat, Inc Vical, Incorporated (New) Vicor Corporation (New) ViewPoints Financial Group VimpelCom Virgin Media, Inc. VirnetX Holding Corporation ViroPharma, Incorporated Visa, Inc. Vishay Intertechnology, Inc. Vishay Precision Group, Inc. VisionChina Media, Inc. Vista Gold Corp. VistaPrint Limited Visteon Corp. Vitamin Shoppe, Inc. VIVUS, Inc. Vmware, Inc. Vocaltec Communications Ltd. Vodafone Group PLC ADR Volcano Corporation Volcom, Inc.

CBOE HOLDINGS, INC.

Page 50

Contract Volume Total Call 8,879 7,614 4,771 2,219 54,850 31,845 1,799 749 1,805,654 1,052,340 327,199 232,312 875 865 1,509,804 1,060,786 1,899 1,678 6,345 4,163 5,389 2,725 28,500 20,278 3,639 2,627 86,933 29,345 7,099 5,380 1,673 1,201 26,020 15,440 22,789 13,532 79,711 39,380 10,021 7,670 1,852 1,158 7,415 2,813 12,644 8,446 1,510 1,156 307,604 148,751 4,883 3,564 28,270 17,970 24,793 13,339 416 359 20,950 12,254 12,514 4,727 4,200 2,004 290,016 165,030 107,989 57,120 7,811 5,931 128,430 93,863 3,932 1,821 1,831,476 1,116,850 5,029 4,147 341,431 182,057 3,245 1,303 126,446 92,144 8,746 6,060 46,454 37,776 5,024 3,230 199 109 50,988 24,919 106,982 73,466 287,046 215,606 25,852 19,046 1,415,269 849,240 34,141 20,049 2,457 824 12,520 10,753 13,117 10,672 29,856 14,418 11,497 7,110 25,598 12,524 372,651 250,608 436,929 264,382 62,296 29,253 189,574 128,041 5,823 2,591 2,332 1,111

Put 1,265 2,552 23,005 1,050 753,314 94,887 10 449,018 221 2,182 2,664 8,222 1,012 57,588 1,719 472 10,580 9,257 40,331 2,351 694 4,602 4,198 354 158,853 1,319 10,300 11,454 57 8,696 7,787 2,196 124,986 50,869 1,880 34,567 2,111 714,626 882 159,374 1,942 34,302 2,686 8,678 1,794 90 26,069 33,516 71,440 6,806 566,029 14,092 1,633 1,767 2,445 15,438 4,387 13,074 122,043 172,547 33,043 61,533 3,232 1,221

Average Daily Volume Total Call Put 35 30 5 19 9 10 218 126 91 7 3 4 7,165 4,176 2,989 1,298 922 377 3 3 0 5,991 4,209 1,782 8 7 1 25 17 9 21 11 11 113 80 33 14 10 4 345 116 229 28 21 7 13 9 4 103 61 42 90 54 37 316 156 160 40 30 9 7 5 3 29 11 18 50 34 17 6 5 1 1,221 590 630 43 31 12 112 71 41 98 53 45 52 45 7 83 49 35 50 19 31 17 8 9 1,151 655 496 429 227 202 31 24 7 510 372 137 16 7 8 7,268 4,432 2,836 20 16 4 1,355 722 632 13 5 8 502 366 136 35 24 11 184 150 34 20 13 7 1 1 0 202 99 103 425 292 133 1,139 856 283 103 76 27 5,616 3,370 2,246 135 80 56 10 3 6 50 43 7 52 42 10 118 57 61 46 28 17 102 50 52 1,479 994 484 1,734 1,049 685 247 116 131 752 508 244 23 10 13 9 4 5



2753 2754 2755 2756 2757 2758 2759 2760 2761 2762 2763 2764 2765 2766 2767 2768 2769 2770 2771 2772 2773 2774 2775 2776 2777 2778 2779 2780 2781 2782 2783 2784 2785 2786 2787 2788 2789 2790 2791 2792 2793 2794 2795 2796 2797 2798 2799 2800 2801 2802 2803 2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815 2816

Standard Symbol VOL VLTR VG VNO VMC WTI GRA WNC WBC WAB WDR WAG WMT WLT WAC WCRX WMG WRES WFSL WRE WCN WM WAT WSO WPI WTS WPP WAVX WFT WWWW WBMD WBSN WBS WTW WRI WCG WLP WFC WERN WAIR WCC WCBO WABC WR WAL WDC WES WNR WU WLK WPRT WY WGL WHR WLL WHX WTNY WFM WG WMB WPZ WSM WSH WL

Contract Volume Total Call Put 1,410 1,221 189 6,312 4,182 2,130 1,060 817 243 32,454 14,369 18,085 137,986 70,176 67,810 21,773 9,920 11,853 38,784 23,102 15,682 14,558 8,081 6,477 16,931 11,284 5,647 8,943 6,056 2,887 4,168 2,304 1,864 886,099 553,842 332,257 1,645,449 930,949 714,500 786,178 491,465 294,713 38,407 15,176 23,231 57,055 28,898 28,157 9,148 3,453 5,695 5,204 4,474 730 477 337 140 6,791 3,982 2,809 974 662 312 397,819 222,729 175,090 14,696 8,495 6,201 2,939 1,721 1,218 47,394 34,588 12,806 4,139 3,323 816 3,681 1,319 2,362 51,651 44,556 7,095 1,151,823 760,266 391,557 8,842 6,604 2,238 95,381 69,046 26,335 12,665 5,464 7,201 6,292 3,738 2,554 137,321 77,309 60,012 3,503 2,002 1,501 19,237 11,684 7,553 340,453 157,637 182,816 3,859,881 2,161,265 1,698,616 2,062 1,409 653 582 492 90 4,666 3,964 702 4 4 0 338 74 264 1,158 442 716 1,363 1,149 214 384,054 244,492 139,562 17,459 11,850 5,609 346,951 234,054 112,897 58,086 28,094 29,992 4,222 1,978 2,244 90,977 66,949 24,028 157,765 84,695 73,070 1,700 1,284 416 253,302 128,015 125,287 165,025 110,896 54,129 4,558 2,285 2,273 357 253 104 271,952 160,597 111,355 6,599 3,109 3,490 1,011,961 686,360 325,601 47,497 25,741 21,756 58,997 23,674 35,323 1,651 752 899 810 682 128

Stock Volt Information Sciences, Inc. Volterra Semiconductor Corporation Vonage Holdings Corporation Vornado Realty Trust Vulcan Materials W&T Offshore, Inc. W.R. Grace & Co. Wabash National Corporation (New) WABCO Holdings, Inc. Wabtec Corp. Waddell & Reed Financial, Inc. Walgreen Company Wal-Mart Stores, Inc. Walter Energy, Inc. Walter Investment Management Corporation Warner Chilcott Limited Warner Music Group Corp. (New) Warren Resources, Inc. Washington Federal, Inc. Washington Real Estate Investment Trust Waste Connections, Inc. Waste Management, Inc. Waters Corporation Watsco, Inc. Watson Pharmaceuticals, Inc. Watts Water Technologies, Inc. Wausau Paper Corporation Wave Systems Corp. Weatherford International Ltd. Web.com Group, Inc. WebMD Health Corp. Websense, Inc. Webster Financial Corp. Weight Watchers International, Inc. Weingarten Realty Investors Wellcare Health Plans, Inc. WellPoint Health Networks, Inc. Wells Fargo & Company Werner Enterprises, Inc. Wesco Aircraft Holdings, Inc. WESCO Interntional, Inc. West Coast Bancorp WestAmerica Bancorporation Westar Energy, Inc. Western Alliance Bancorp Western Digital Corporation Western Gas Partners LP Western Refining, Inc. Western Union Company Westlake Chemical Corporation Westport Innovations, Inc. Weyerhaeuser Company WGL Holdings, Inc. Whirlpool Corporation Whiting Petroleum Corporation Whiting USA Trust Whitney Holding Corporation Whole Foods Market, Inc. Willbros Group, Inc. Williams Companies, Inc. (The) Williams Partners LP Williams-Sonoma, Inc. Willis Group Holdings Limited Wilmington Trust Corporation

CBOE HOLDINGS, INC.

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Average Daily Volume Total Call Put 6 5 1 25 17 8 4 3 1 129 57 72 548 278 269 86 39 47 154 92 62 58 32 26 67 45 22 35 24 11 17 9 7 3,516 2,198 1,318 6,530 3,694 2,835 3,120 1,950 1,169 152 60 92 226 115 112 36 14 23 21 18 3 2 1 1 27 16 11 4 3 1 1,579 884 695 58 34 25 12 7 5 188 137 51 16 13 3 15 5 9 205 177 28 4,571 3,017 1,554 42 32 11 378 274 105 50 22 29 25 15 10 545 307 238 14 8 6 76 46 30 1,351 626 725 15,317 8,576 6,741 8 6 3 6 5 1 19 16 3 0 0 0 1 0 1 5 2 3 5 5 1 1,524 970 554 69 47 22 1,377 929 448 231 111 119 17 8 9 361 266 95 626 336 290 7 5 2 1,005 508 497 655 440 215 43 22 21 1 1 0 1,079 637 442 26 12 14 4,016 2,724 1,292 188 102 86 234 94 140 7 3 4 3 3 1



2817 2818 2819 2820 2821 2822 2823 2824 2825 2826 2827 2828 2829 2830 2831 2832 2833 2834 2835 2836 2837 2838 2839 2840 2841 2842 2843 2844 2845 2846 2847 2848 2849 2850 2851 2852 2853 2854 2855 2856 2857 2858 2859 2860 2861 2862 2863 2864 2865 2866 2867 2868

Standard Symbol WBD WIN WINN WGO WTFC WIT WEC WMS WATG WWD WRLD INT WOR WPPGY WMGI WX WYN WYNN XEL XNPT XRX XLNX XIN XL XUE XYL XRTX YHOO AUY YNDX YZC YGE YMI YONG YOKU YPF YRCW YTEC YUII YUM ZAGG ZLC ZBRA HOGS ZMH ZION ZIOP ZIP ZOLT ZRAN ZUMZ ZNGA

Contract Volume Total Call Put 2,144 1,091 1,053 62,330 49,781 12,549 20,372 17,612 2,760 10,394 6,464 3,930 421 298 123 4,522 1,860 2,662 3,849 3,293 556 24,775 11,953 12,822 15,466 9,238 6,228 4,575 3,392 1,183 22,274 5,793 16,481 16,659 10,534 6,125 8,930 7,249 1,681 1,688 852 836 9,817 5,311 4,506 2,151 1,691 460 59,437 33,412 26,025 1,053,889 552,261 501,628 7,720 6,596 1,124 111,346 81,400 29,946 305,965 187,615 118,350 300,187 116,754 183,433 3,095 1,720 1,375 112,131 71,440 40,691 761 255 506 1,251 1,114 137 34,164 24,341 9,823 4,448,184 3,263,412 1,184,772 1,022,562 799,117 223,445 135,050 82,006 53,044 13,979 8,138 5,841 217,041 148,729 68,312 20,620 17,670 2,950 156,178 70,365 85,813 38,098 26,559 11,539 7,925 5,286 2,639 992,293 334,473 657,820 917 787 130 17,270 7,718 9,552 249,929 150,509 99,420 418,257 266,179 152,078 29,226 16,636 12,590 2,080 1,775 305 138,344 56,025 82,319 100,919 49,727 51,192 215,730 109,762 105,968 54,125 44,378 9,747 32,151 17,753 14,398 22,174 12,518 9,656 12,819 5,774 7,045 20,017 10,988 9,029 432 367 65

Stock Wimm-Bill-Dann Foods Windstream Corporation Winn-Dixie Stores, Inc. Winnebago Industries, Inc. Wintrust Financial Corporation Wipro Limited Wisconsin Energy Corporation WMS Industries, Inc. Wonder Auto Technology, Inc. Woodward, Inc. World Acceptance Corporation World Fuel Services Corporation Worthington Industries, Inc. WPP Group, plc Wright Medical Group, Inc. WuXi PharaTech Cayman, Inc. Wyndham Worldwide Corporation Wynn Resorts, Limited Xcel Energy, Inc. Xenoport, Inc. Xerox Corporation Xilinix, Inc. Xinyuan Real Estate Company Ltd. XL Group plc. Xueda Education Group Xylem, Inc. Xyratek Ltd. Yahoo!, Inc. Yamana Gold, Inc. Yandex NV Yanzhou Coal Mining Company Yingli Green Energy Holding Company YM Biosciences, Inc. Yongye International, Inc. Youku, Inc. YPF SA YRC Worldwide, Inc. Yucheng Technologies Ltd. Yuhe International, Inc. YUM! Brands, Inc. Zagg, Incorp. Zale Corporation Zebra Technologies, Inc. Zhongpin, Inc. Zimmer Holdings, Inc. Zions Bancorporation Ziopharm Oncology, Inc. Zipcar, Inc. Zoltek Companies, Inc. (New) Zoran Corp. Zumiez, Inc. Zynga Inc.

CBOE HOLDINGS, INC.

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Average Daily Volume Total Call Put 9 4 4 247 198 50 81 70 11 41 26 16 2 1 0 18 7 11 15 13 2 98 47 51 61 37 25 18 13 5 88 23 65 66 42 24 35 29 7 7 3 3 39 21 18 9 7 2 236 133 103 4,182 2,192 1,991 31 26 4 442 323 119 1,214 745 470 1,191 463 728 12 7 5 445 283 161 3 1 2 30 27 3 136 97 39 17,652 12,950 4,701 4,058 3,171 887 913 554 358 55 32 23 861 590 271 82 70 12 620 279 341 151 105 46 31 21 10 3,938 1,327 2,610 4 3 1 69 31 38 992 597 395 1,660 1,056 603 116 66 50 8 7 1 549 222 327 400 197 203 856 436 421 215 176 39 184 101 82 88 50 38 51 23 28 79 44 36 108 92 16


CBOE Top 100 Equity Options Ranked by Volume (Includes LEAPS)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67

Standard Symbol C BAC AAPL CSCO F GE MSFT JPM RIMM INTC NFLX LVS AMZN BIDU YHOO GOOG XOM FCX WFC AA PFE GS SLW CAT GM QCOM BP HPQ T ORCL X POT IBM PBR MS NVDA MGM S MU HAL VZ MOS CHK VALE SINA ABX MRK WMT MCP JNJ SLB VLO DELL CVX PG NEM V NOK SIRI CRM AIG COP AMR EMC FSLR KO GG

Stock Citigroup, Inc. Bank of America Corporation Apple, Inc. Cisco Systems, Inc. Ford Motor Company General Electric Company Microsoft Corporation JPMorgan Chase & Co. Research in Motion Limited Intel Corporation NetFlix, Inc. Las Vegas Sands Corp. Amazon.Com, Inc. Baidu, Inc. ADS Yahoo!, Inc. Google, Inc. Exxon Mobil Corporation Freeport-McMoRan Copper & Gold Co., Inc. (Class B) Wells Fargo & Company ALCOA, Inc. Pfizer, Inc. The Goldman Sachs Group, Inc. Silver Wheaton Corporation Caterpillar, Inc. General Motors Corporation QUALCOMM, Inc. BP p.l.c. Hewlett-Packard Company AT&T Corporation Oracle Corporation United States Seel Corporation Potash Corporation of Saskatchewan, Inc. International Business Machines Corporation Petroleo Brasileiro S.A.-ADR Morgan Stanley NVIDIA Corporation MGM Resorts International Sprint Nextel Corporation Micron Technology, Inc. Halliburton Company Verizon Communications, Inc. Mosaic Company Chesapeake Energy Corporation Vale SA SINA Corporation Barrick Gold Corporation Merck & Co., Inc. Wal-Mart Stores, Inc. Molycorp, Inc. Johnson & Johnson Schlumberger Limited Valero Energy Corp. Dell Computer Corp. Chevron Corporation Procter & Gamble Company (The) Newmont Mining Corporation Visa, Inc. Nokia Corporation ADR SIRIUS XM Radio Salesforce.com American International Group, Inc. ConocoPhillips AMR Corporation EMC Corporation First Solar, Inc. Coca-Cola Company (The) Goldcorp, Inc.

CBOE HOLDINGS, INC.

Contract Volume Total Call 22,713,227 15,556,339 22,655,201 13,711,648 21,570,675 12,685,797 9,040,536 5,869,123 8,090,971 5,491,016 6,963,743 4,146,750 6,901,465 4,432,890 6,879,481 3,683,778 5,967,119 3,103,181 5,869,436 3,507,862 5,265,685 2,597,818 5,001,992 3,355,678 4,643,679 2,322,861 4,476,023 2,598,873 4,448,184 3,263,412 4,373,689 2,479,265 3,981,181 2,208,141 3,860,551 2,221,033 3,859,881 2,161,265 3,852,010 2,295,548 3,839,002 2,312,224 3,231,331 1,616,698 3,036,146 2,082,376 2,768,386 1,439,870 2,684,331 1,644,362 2,649,352 1,653,282 2,527,873 1,585,270 2,477,963 1,435,377 2,385,124 1,427,603 2,339,513 1,366,433 2,320,145 1,412,523 2,314,459 1,417,076 2,236,547 1,162,412 2,182,246 1,395,157 2,158,242 1,030,615 2,117,450 1,387,821 2,012,856 1,327,573 1,998,517 1,510,617 1,925,166 1,397,973 1,868,471 1,103,707 1,831,476 1,116,850 1,825,416 1,236,241 1,807,439 1,238,126 1,805,654 1,052,340 1,729,558 1,062,216 1,696,027 1,102,998 1,676,793 1,000,176 1,645,449 930,949 1,580,681 945,854 1,567,802 891,203 1,551,387 866,693 1,509,804 1,060,786 1,478,540 851,736 1,468,878 798,254 1,462,553 833,110 1,443,425 939,261 1,415,269 849,240 1,414,948 933,176 1,406,710 1,194,392 1,387,639 663,133 1,378,134 774,090 1,371,105 814,470 1,365,571 854,931 1,356,226 897,039 1,355,163 627,606 1,317,993 727,263 1,301,843 908,386

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Put 7,156,888 8,943,553 8,884,878 3,171,413 2,599,955 2,816,993 2,468,575 3,195,703 2,863,938 2,361,574 2,667,867 1,646,314 2,320,818 1,877,150 1,184,772 1,894,424 1,773,040 1,639,518 1,698,616 1,556,462 1,526,778 1,614,633 953,770 1,328,516 1,039,969 996,070 942,603 1,042,586 957,521 973,080 907,622 897,383 1,074,135 787,089 1,127,627 729,629 685,283 487,900 527,193 764,764 714,626 589,175 569,313 753,314 667,342 593,029 676,617 714,500 634,827 676,599 684,694 449,018 626,804 670,624 629,443 504,164 566,029 481,772 212,318 724,506 604,044 556,635 510,640 459,187 727,557 590,730 393,457

Average Daily Volume Total Call Put 90,132 61,732 28,400 89,902 54,411 35,490 85,598 50,340 35,257 35,875 23,290 12,585 32,107 21,790 10,317 27,634 16,455 11,179 27,387 17,591 9,796 27,300 14,618 12,681 23,679 12,314 11,365 23,291 13,920 9,371 20,896 10,309 10,587 19,849 13,316 6,533 18,427 9,218 9,210 17,762 10,313 7,449 17,652 12,950 4,701 17,356 9,838 7,518 15,798 8,762 7,036 15,320 8,814 6,506 15,317 8,576 6,741 15,286 9,109 6,176 15,234 9,175 6,059 12,823 6,415 6,407 12,048 8,263 3,785 10,986 5,714 5,272 10,652 6,525 4,127 10,513 6,561 3,953 10,031 6,291 3,740 9,833 5,696 4,137 9,465 5,665 3,800 9,284 5,422 3,861 9,207 5,605 3,602 9,184 5,623 3,561 8,875 4,613 4,262 8,660 5,536 3,123 8,564 4,090 4,475 8,403 5,507 2,895 7,988 5,268 2,719 7,931 5,995 1,936 7,640 5,548 2,092 7,415 4,380 3,035 7,268 4,432 2,836 7,244 4,906 2,338 7,172 4,913 2,259 7,165 4,176 2,989 6,863 4,215 2,648 6,730 4,377 2,353 6,654 3,969 2,685 6,530 3,694 2,835 6,273 3,753 2,519 6,221 3,537 2,685 6,156 3,439 2,717 5,991 4,209 1,782 5,867 3,380 2,487 5,829 3,168 2,661 5,804 3,306 2,498 5,728 3,727 2,001 5,616 3,370 2,246 5,615 3,703 1,912 5,582 4,740 843 5,507 2,631 2,875 5,469 3,072 2,397 5,441 3,232 2,209 5,419 3,393 2,026 5,382 3,560 1,822 5,378 2,491 2,887 5,230 2,886 2,344 5,166 3,605 1,561


CBOE Top 100 Equity Options Ranked by Volume (Includes LEAPS) Standard Symbol 68 PCLN 69 BMY 70 SD 71 EK 72 BA 73 HRBN 74 MRVL 75 EBAY 76 DE 77 GLW 78 MCD 79 WFT 80 FFIV 81 HK 82 SNDK 83 TEVA 84 AMGN 85 AXP 86 UAL 87 CREE 88 UPS 89 TGT 90 RIG 91 PCX 92 GMCR 93 WYNN 94 ALL 95 ABT 96 SU 97 ANR 98 AUY 99 USB 100 WMB

Stock Priceline.com, Inc. Bristol-Myers Squibb Company SandRidge Energy, Inc. Eastman Kodak Company Boeing Company (The) Harbin Electric, Inc. Marvell Technology Group Ltd. eBay, Inc. Deere & Company Corning, Incorporated McDonald's Corporation Weatherford International Ltd. F5 Networks, Inc. Petrohawk Energy Corporation SanDisk Corporation Teva Pharmaceutical Industries Limited ADR Amgen, Inc. American Express Company United Continental Holdings, Inc. Cree, Inc. United Parcel Service, Inc. Target Corporation Transocean Ltd. Patriot Coal Corporation Green Mountain Coffee Roasters, Inc. Wynn Resorts, Limited Allstate Corporation (The) Abbott Laboratories Suncor Energy, Inc. Alpha Natural Resources, Inc. Yamana Gold, Inc. U.S. Bancorp Williams Companies, Inc. (The)

CBOE HOLDINGS, INC.

Contract Volume Total Call 1,294,732 626,155 1,293,145 810,378 1,264,581 915,278 1,255,667 732,418 1,228,708 674,545 1,211,514 622,757 1,204,964 855,346 1,200,080 693,207 1,163,712 690,300 1,161,748 698,692 1,155,447 660,613 1,151,823 760,266 1,128,914 626,139 1,125,181 894,543 1,116,798 658,017 1,105,323 660,359 1,100,929 597,395 1,094,446 578,760 1,093,380 758,817 1,087,928 686,836 1,079,874 724,102 1,077,394 612,350 1,076,336 594,656 1,073,070 741,505 1,070,251 535,234 1,053,889 552,261 1,047,679 925,605 1,032,527 615,457 1,030,819 692,436 1,023,010 602,457 1,022,562 799,117 1,018,908 575,206 1,011,961 686,360

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Put 668,577 482,767 349,303 523,249 554,163 588,757 349,618 506,873 473,412 463,056 494,834 391,557 502,775 230,638 458,781 444,964 503,534 515,686 334,563 401,092 355,772 465,044 481,680 331,565 535,017 501,628 122,074 417,070 338,383 420,553 223,445 443,702 325,601

Average Daily Volume Total Call Put 5,138 2,485 2,653 5,132 3,216 1,916 5,018 3,632 1,386 4,983 2,906 2,076 4,876 2,677 2,199 4,808 2,471 2,336 4,782 3,394 1,387 4,762 2,751 2,011 4,618 2,739 1,879 4,610 2,773 1,838 4,585 2,621 1,964 4,571 3,017 1,554 4,480 2,485 1,995 4,465 3,550 915 4,432 2,611 1,821 4,386 2,620 1,766 4,369 2,371 1,998 4,343 2,297 2,046 4,339 3,011 1,328 4,317 2,726 1,592 4,285 2,873 1,412 4,275 2,430 1,845 4,271 2,360 1,911 4,258 2,942 1,316 4,247 2,124 2,123 4,182 2,192 1,991 4,157 3,673 484 4,097 2,442 1,655 4,091 2,748 1,343 4,060 2,391 1,669 4,058 3,171 887 4,043 2,283 1,761 4,016 2,724 1,292


CASH INDEX OPTIONS - 2011 Standard & Poor’s Indexes Standard & Poor’s 100 Index Options (OEX® ): March 11, 1983. European-Style Standard & Poor’s 100 Index Options (XEO® ): July 23, 2001. Standard & Poor’s 500 Index Options (SPXTM ): July 1, 1983 (American-style), April 2, 1986 (European-style). Standard & Poor’s Long-Dated Options (SPL): October 19, 1987. Mini S&P 500 Index (XSP): October 25, 2005. Dow Jones Averages Options on the Dow Jones Industrial AverageSM (DJX): October 6, 1997. Nasdaq Indexes Nasdaq-100 Index® Options (NDX): February 7, 1994. Mini Nasdaq-100 Index® Options (MNX): August 14, 2000. Russell Indexes Russell 2000® Index (RUT): November 11, 1992. Volatility & BuyWrite Indexes CBOE Volatility Index® (VIX®): February 24, 2006. FLEX Options CBOE trades options on Equity and Index FLexible Exchange Options®. FLEX® Options allow users to custom-tailor most contract terms, such as expiration date, exercise style, exercise price, type, size, settlement and position limits. Visit www.cboe.com/ Binary Options CBOE trades Binary Options on the S&P 500 Index (SPX) and the CBOE Volatility Index (VIX). Binary contracts, at expiration, pay out a pre-determined, fixed amount or nothing at all. Expiration dates and settlement values are the same as for standard opti

CBOE HOLDINGS, INC.

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2011 Market Statistics

Most Active Cash Indexes—2011 The following is a description of the index options most actively traded during 2011. Please refer to www.cboe.com for a complete description of each product. Standard & Poor’s 500 Index Options - SPXTM The Standard & Poor’s 500 Index is a capitalization-weighted index of 500 stocks from a broad range of industries. SPX options are available in the four near-term months followed by up to three additional months from the March quarterly cycle (March, June, September and December). SPX options are European-style exercise (they generally may be exercised only on the last business day before the expiration date). The exercise-settlement value, SET, is calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day before the expiration date. Exercise will result in delivery of cash on the business day following expiration. SPX, which was originally introduced an Americanstyle option, was reintroduced as a European-style option on April 2, 1986. SPX FLEX and LEAPS and Long-Dated options (SPL) are also traded. ® ® Standard & Poor’s 100 Index Options - OEX & XEO The Standard & Poor’s 100 Index is a capitalization-weighted index of 100 stocks from a broad range of industries. OEX and XEO options are available in the four near-term months plus 1 month from the March cycle. OEX options are American-style exercise (they may be exercised on any business day before the expiration date). XEO options are European-style exercise (they generally may be exercised only on the last business day before the expiration date). The exercise-settlement value, OEX, is calculated using the last (closing) reported sales price in the primary market of each component stock on the last business day before the expiration date or on the day the exercise notice is properly submitted if exercised before expiration. Exercise will result in delivery of cash on the business day following expiration. OEX & XEO FLEX and LEAPS are also traded. ® ® Options on the CBOE Volatility Index – VIX The CBOE Volatility Index - more commonly referred to as “VIX” - is an up-to-the-minute market estimate of expected volatility that is calculated by using real-time S&P 500® Index (SPX) option bid/ask quotes. VIX uses nearby and second nearby options with at least 8 days left to expiration and then weights them to yield a constant, 30-day measure of the expected volatility of the S&P 500 Index. VIX options are European-style and are available in three near-term months plus three months on the February quarterly cycle (February, May, August and November). Exercise will result in delivery of cash on the business day following expiration. The exercise-settlement value, VRO, is a Special Opening Quotation (SOQ) of VIX calculated from the sequence of opening prices of the SPX options used to calculate VIX at settlement. VIX LEAPS are also traded.

Options on the Dow Jones Industrial AverageSM - DJX The Dow Jones Industrial Average (DJIA) is a price-weighted index of 30 of the largest, most liquid NYSE & Nasdaq-listed stocks. Options are based on 1/100th of the DJIA level. Options are European-style and are available in three near-term months plus three months on the March quarterly cycle (March, June, September and December). Exercise will result in delivery of cash on the business day following expiration. The exercise-settlement value, DJS, is calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. DJX FLEX and LEAPS (based on 1/100th of the DJIA level) are also traded. Nasdaq-100 Index® Options - NDX The Nasdaq-100 Index is a capitalization-weighted index composed of 100 of the largest non-financial securities listed on the Nasdaq Stock MarketSM. Options are European-style and are available in up to three near-term months plus up to three additional months from the March quarterly cycle (March, June, September and December). Exercise will result in delivery of cash on the business day following expiration. NDX exercise-settlement value, NDS, is calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. NDX FLEX are also traded.

CHICAGO BOARD OPTIONS EXCHANGE

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CBOE Mini Nasdaq-100 Index® Options - MNX The CBOE Mini-NDX Index is based on 1/10th the value of the Nasdaq-100 Index® (NDX). MNX options are available in up to three near-term months plus up to three additional months from the March quarterly cycle (March, June, September and December) and are European-style options (they generally may be exercised only on the last business day before the expiration date). Trading will ordinarily cease on the business day (usually a Thursday) preceding the day on which the exercise-settlement value is calculated. The exercisesettlement value for MNX options, XMS, is computed by dividing the NDX settlement value, NDS, by a factor of 10.

CHICAGO BOARD OPTIONS EXCHANGE

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CASH INDEX OPTIONS - 2011 Total CBOE Cash Index Options Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 10,496,697 9,646,468 13,896,723 9,489,360 10,441,485 13,535,017 12,502,655 19,747,958 12,596,336 11,596,524 10,770,288 8,962,084 143,681,595


Total 22,484,103 21,003,954 29,197,334 19,979,877 21,595,396 28,631,968 25,938,390 45,848,161 29,985,432 29,298,773 25,639,275 20,474,442 320,077,105

Average Daily Volume 1,124,205 1,105,471 1,269,449 998,994 1,028,352 1,301,453 1,296,920 1,993,398 1,427,878 1,395,180 1,220,918 974,973 1,270,147

CBOE Cash Index Options Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Open Interest in Contracts Total Call Put 8,656,215 10,861,705 19,517,920 8,921,454 11,876,606 20,798,060 8,295,382 11,510,795 19,806,177 8,935,780 11,378,497 20,314,277 9,530,834 11,917,432 21,448,266 8,980,619 11,151,629 20,132,248 9,443,433 11,905,829 21,349,262 10,728,807 14,663,820 25,392,627 9,056,277 12,620,653 21,676,930 8,923,375 13,053,364 21,976,739 9,078,379 12,664,964 21,743,343 6,148,200 9,113,575 15,261,775 ----

CBOE HOLDINGS, INC.

Call $17,324,060,698 $16,176,317,813 $21,943,122,017 $16,234,347,232 $10,422,356,194 $24,696,667,590 $15,312,891,119 $30,585,914,168 $28,838,189,013 $24,305,441,224 $21,239,083,360 $18,054,740,231 $245,133,130,659

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Total $31,233,046,405 $28,162,333,276 $43,899,911,374 $30,110,294,087 $23,891,411,923 $48,414,079,298 $32,107,959,821 $91,893,156,137 $66,206,181,144 $56,022,869,785 $47,538,587,546 $36,857,411,900 $536,337,242,696


Total CBOE Cash Index Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


Average Premium Per Contract Call Put Total $1,650 $1,160 $1,389 $1,677 $1,055 $1,341 $1,579 $1,435 $1,504 $1,711 $1,323 $1,507 $998 $1,208 $1,106 $1,825 $1,571 $1,691 $1,225 $1,250 $1,238 $1,549 $2,349 $2,004 $2,289 $2,149 $2,208 $2,096 $1,792 $1,912 $1,972 $1,769 $1,854 $2,015 $1,633 $1,800 $1,706 $1,651 $1,676

CBOE HOLDINGS, INC.

Average Contracts Per Trade Call Put Total 55 63 59 45 56 51 46 52 49 40 51 45 46 51 48 48 54 51 49 55 52 54 64 59 49 59 55 43 60 52 43 53 49 43 54 49 47 57 52

Page 59

Call 192,523 213,922 302,917 234,701 227,688 281,498 255,748 368,259 255,520 270,025 248,083 206,299 3,057,183

Transactions Put 191,650 201,119 293,235 205,914 219,280 278,948 242,622 405,161 294,622 293,260 278,970 212,192 3,116,973

Total 384,173 415,041 596,152 440,615 446,968 560,446 498,370 773,420 550,142 563,285 527,053 418,491 6,174,156


Total CBOE Cash Index FLEX (NDX, RUT, SPX) Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 41,680 49,959 40,850 42,289 46,352 49,275 62,581 42,574 44,391 62,085 57,265 61,918 601,219

Contract Volume Put 49,172 62,254 54,478 62,020 70,090 85,912 81,848 111,036 64,439 98,891 73,036 69,523 882,699

Total 90,852 112,213 95,328 104,309 116,442 135,187 144,429 153,610 108,830 160,976 130,301 131,441 1,483,918

Average Daily Volume 4,543 5,906 4,145 5,215 5,545 6,145 7,221 6,679 5,182 7,666 6,205 6,259 5,889

Total CBOE Cash Index FLEX (NDX, RUT, SPX) Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Open Interest in Contracts Total Call Put 78,540 156,587 235,127 82,611 154,423 237,034 85,775 157,881 243,656 85,805 140,571 226,376 88,013 164,546 252,559 91,373 179,176 270,549 100,341 170,749 271,090 75,584 141,331 216,915 74,069 132,605 206,674 80,368 179,630 259,998 80,468 124,321 204,789 93,248 108,446 201,694 ----

CBOE HOLDINGS, INC.

Call $25,623,790 $42,175,568 $40,745,627 $24,754,039 $42,398,106 $32,693,782 $90,834,812 $46,891,267 $48,628,377 $99,791,196 $74,769,625 $50,000,587 $619,306,776

Page 60

Dollar Volume Put $68,182,620 $49,166,522 $65,161,572 $46,169,063 $72,608,922 $87,950,470 $112,493,882 $365,857,013 $131,295,391 $142,120,351 $105,625,938 $59,077,404 $1,305,709,148

Total $93,806,410 $91,342,090 $105,907,199 $70,923,102 $115,007,028 $120,644,252 $203,328,694 $412,748,280 $179,923,768 $241,911,547 $180,395,563 $109,077,991 $1,925,015,924


Total Cash Index FLEX (NDX, RUT, SPX) Average Premium Per Contract, Average Contracts Per Trade and Transactions Average Premium Per Contract Average Contracts Per Trade Month Call Put Total Call Put Total Jan $615 $1,387 $1,033 192 200 196 Feb $844 $790 $814 162 173 168 Mar $997 $1,196 $1,111 172 168 169 Apr $585 $744 $680 180 191 186 May $915 $1,036 $988 192 212 203 Jun $663 $1,024 $892 152 184 170 Jul $1,451 $1,374 $1,408 190 187 189 Aug $1,101 $3,295 $2,687 152 149 150 Sep $1,095 $2,038 $1,653 218 277 249 Oct $1,607 $1,437 $1,503 216 325 272 Nov $1,306 $1,446 $1,384 129 306 190 Dec $808 $850 $830 113 206 149 Total $1,030 $1,479 $1,297 164 203 185

Call 217 308 238 235 242 325 329 280 204 288 445 546 3,657

Transactions Put 246 359 325 325 331 468 437 745 233 304 239 338 4,350

Total 463 667 563 560 573 793 766 1,025 437 592 684 884 8,007

Total CBOE Volume for FLEX, QUARTERLY, WEEKLY and BINARY Options

SYMBOL SPX XSP OEX XEO NDX RUT DJX VIX

CBOE HOLDINGS, INC.

FLEX

QUARTERLY

WEEKLY

BINARY

1,169,103 ---------175,661 139,154 -------

5,731,028 4,677 ---32,329 -------------

14,845,414 ---1,826,771 390,105 106,606 152,470 62,606 ----

16,835 ------------------9,917

Page 61


SPX (S&P 500) Contract Volume (includes LEAPS, FLEX and BINARIES)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 4,772,061 4,409,589 5,542,111 4,500,580 4,650,672 6,378,503 5,379,634 9,949,773 6,988,200 6,681,798 5,878,843 5,197,102 70,328,866


Total 12,891,361 12,229,573 16,201,753 11,973,474 12,642,376 17,816,293 15,216,011 29,077,172 19,722,458 18,995,367 17,022,891 13,720,720 197,509,449

Average Daily Volume 644,568 643,662 704,424 598,674 602,018 809,832 760,801 1,264,225 939,165 904,541 810,614 653,368 783,768

SPX (S&P 500) Open Interest and Dollar Volume (includes LEAPS, FLEX and BINARIES) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Open Interest in Contracts Call Put Total 4,511,136 7,794,436 12,305,572 4,785,672 8,314,097 13,099,769 4,483,650 8,178,367 12,662,017 5,023,026 8,305,130 13,328,156 5,295,521 8,923,956 14,219,477 5,022,756 8,599,266 13,622,022 5,347,050 9,042,580 14,389,630 6,779,765 10,997,558 17,777,323 5,812,298 9,290,048 15,102,346 5,977,741 9,649,641 15,627,382 6,046,117 9,840,724 15,886,841 3,929,616 6,873,228 10,802,844 ----

CBOE HOLDINGS, INC.

Call $15,562,882,677 $13,716,874,901 $19,021,758,956 $14,567,012,399 $9,391,729,070 $22,671,383,279 $13,681,677,555 $26,250,013,029 $25,661,386,665 $21,861,061,563 $19,390,581,809 $16,695,355,629 $218,471,717,532


Page 62

Total $28,102,186,404 $24,497,966,706 $38,942,303,598 $27,209,107,191 $21,781,609,489 $44,913,623,726 $29,074,678,644 $82,653,887,618 $60,239,383,647 $50,697,497,830 $43,505,556,538 $34,121,238,112 $485,739,039,503


SPX (S&P 500) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS, FLEX and BINARIES)


Average Premium Per Contract Call Put Total $3,261 $1,544 $2,180 $3,111 $1,379 $2,003 $3,432 $1,869 $2,404 $3,237 $1,692 $2,272 $2,019 $1,550 $1,723 $3,554 $1,945 $2,521 $2,543 $1,565 $1,911 $2,638 $2,949 $2,843 $3,672 $2,715 $3,054 $3,272 $2,342 $2,669 $3,298 $2,164 $2,556 $3,212 $2,044 $2,487 $3,106 $2,101 $2,459

CBOE HOLDINGS, INC.

Call 55 46 42 42 42 44 45 56 51 44 43 45 46


Page 63

Total 62 56 53 51 50 54 55 69 60 56 53 53 56

Call 87,096 96,387 130,831 107,078 110,215 143,677 120,643 176,428 137,884 152,720 135,671 114,994 1,513,624


Total 209,291 219,773 306,295 236,982 251,743 330,892 274,769 423,512 331,032 341,758 322,880 259,434 3,508,361


XSP (Mini S&P 500 Index) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 3,706 2,646 6,117 1,207 1,536 1,359 1,271 3,724 1,922 4,226 1,217 2,337 31,268


Total 8,693 7,684 13,333 3,486 3,151 5,130 2,978 16,008 8,293 13,590 4,307 5,851 92,504

Average Daily Volume 435 404 580 174 150 233 149 696 395 647 205 279 367

XSP (Mini S&P 500 Index) Open Interest and Dollar Volume (includes LEAPS) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $1,364,971 $922,832 $3,278,819 $321,932 $304,071 $474,349 $269,883 $1,762,598 $1,433,671 $1,703,639 $785,024 $1,614,560 $14,236,349

Dollar Volume Put $1,593,792 $1,293,261 $2,007,933 $544,883 $318,697 $1,834,986 $340,216 $5,299,883 $3,920,408 $2,024,022 $1,449,379 $2,503,511 $23,130,971

Page 64

Total $2,958,763 $2,216,093 $5,286,752 $866,815 $622,768 $2,309,335 $610,099 $7,062,481 $5,354,079 $3,727,661 $2,234,403 $4,118,071 $37,367,320


XSP (Mini S&P 500 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)



CBOE HOLDINGS, INC.

Call 8 6 11 5 7 5 6 11 9 18 6 15 9


Page 65

Total 11 10 13 6 6 8 5 8 13 22 8 14 10

Call 453 459 538 238 223 275 228 333 204 236 221 152 3,560

Transactions Put 324 309 516 325 263 357 364 1,744 443 378 300 270 5,593

Total 777 768 1,054 563 486 632 592 2,077 647 614 521 422 9,153


OEX (S&P 100) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 212,550 211,190 283,135 197,879 215,656 269,973 225,980 314,224 198,294 212,987 197,117 161,338 2,700,323

Contract Volume Put 306,785 334,578 478,197 354,171 366,962 430,954 329,226 416,720 270,266 304,224 272,936 251,098 4,116,117

Total 519,335 545,768 761,332 552,050 582,618 700,927 555,206 730,944 468,560 517,211 470,053 412,436 6,816,440


OEX (S&P 100) Open Interest and Dollar Volume (includes LEAPS) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $175,497,660 $437,652,320 $118,793,160 $79,520,774 $63,384,797 $87,734,732 $117,514,495 $146,423,778 $106,555,788 $146,820,400 $102,581,245 $68,282,510 $1,650,761,659


Page 66

Total $240,751,938 $515,265,993 $286,348,692 $171,317,246 $168,382,952 $243,196,097 $224,726,262 $504,889,942 $276,676,568 $293,692,296 $230,746,019 $155,949,940 $3,311,943,945


OEX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)


Average Premium Per Contract Call Put Total $826 $213 $464 $2,072 $232 $944 $420 $350 $376 $402 $259 $310 $294 $286 $289 $325 $361 $347 $520 $326 $405 $466 $860 $691 $537 $629 $590 $689 $483 $568 $520 $470 $491 $423 $349 $378 $611 $404 $486

CBOE HOLDINGS, INC.

Call 14 15 14 12 12 12 12 12 12 12 12 12 12


Page 67

Total 15 16 16 15 14 14 13 12 12 13 13 14 14

Call 14,686 14,146 20,303 16,387 17,489 22,840 19,305 25,500 16,849 18,074 16,997 13,580 216,156

Transactions Put 19,017 19,380 28,270 20,635 22,841 28,087 22,562 33,722 22,152 21,529 19,202 16,139 273,536

Total 33,703 33,526 48,573 37,022 40,330 50,927 41,867 59,222 39,001 39,603 36,199 29,719 489,692


XEO (S&P 100 European Style) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 45,083 39,434 47,710 33,495 39,619 53,444 60,931 64,982 67,367 64,619 44,958 30,755 592,397


Total 93,531 95,826 107,783 72,929 72,754 112,010 120,720 136,691 109,136 134,558 111,718 81,409 1,249,065


XEO (S&P 100 European Style) Open Interest and Dollar Volume (includes LEAPS) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $22,206,135 $21,439,787 $28,046,851 $20,512,769 $29,925,813 $36,184,611 $29,169,528 $44,170,055 $41,892,733 $58,663,599 $33,940,293 $24,862,015 $391,014,189

Dollar Volume Put $17,285,116 $16,993,576 $36,649,306 $19,021,119 $15,862,120 $25,558,229 $20,613,349 $56,919,048 $38,550,293 $54,803,619 $48,997,497 $23,386,891 $374,640,163

Page 68

Total $39,491,251 $38,433,363 $64,696,157 $39,533,888 $45,787,933 $61,742,840 $49,782,877 $101,089,103 $80,443,026 $113,467,218 $82,937,790 $48,248,906 $765,654,352


XEO (S&P 100 European Style) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)



CBOE HOLDINGS, INC.

Call 23 25 26 21 23 19 17 24 24 20 23 21 22


Page 69

Total 23 25 24 21 20 21 21 27 21 24 28 28 23

Call 1,955 1,606 1,843 1,609 1,698 2,772 3,565 2,658 2,812 3,311 1,992 1,453 27,274


Total 3,989 3,788 4,564 3,534 3,662 5,412 5,648 5,139 5,284 5,709 3,976 2,924 53,629


DJX (Dow Jones Industrial Average) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 51,031 64,644 71,997 60,935 49,978 93,546 48,733 105,534 69,357 58,990 75,540 45,668 795,953


Total 125,669 125,221 178,843 129,213 92,744 170,703 97,863 207,161 153,920 139,669 153,046 99,713 1,673,765


DJX (Dow Jones Industrial Average) Open Interest and Dollar Volume (includes LEAPS) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $14,377,082 $22,233,274 $20,082,197 $14,790,098 $16,409,480 $26,246,695 $17,622,128 $24,248,806 $21,793,949 $32,121,697 $43,215,930 $23,063,095 $276,204,431


Page 70

Total $27,047,081 $30,051,598 $42,639,424 $25,916,967 $26,939,801 $43,320,390 $26,821,794 $54,293,029 $67,697,719 $52,618,053 $73,918,769 $36,515,881 $507,780,506


DJX (Dow Jones Industrial Average) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)



CBOE HOLDINGS, INC.

Call 26 27 25 32 27 47 24 27 29 30 30 29 29


Page 71

Total 26 24 24 32 25 35 21 22 24 25 25 26 25

Call 1,938 2,369 2,892 1,899 1,831 1,997 2,011 3,941 2,373 1,967 2,559 1,568 27,345


Total 4,763 5,267 7,463 4,022 3,703 4,830 4,565 9,432 6,324 5,557 6,173 3,900 65,999


NDX (Nasdaq-100 Index) Contract Volume (includes LEAPS and FLEX)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 97,865 113,510 119,411 75,560 90,467 101,577 111,346 324,344 221,828 253,710 290,466 249,996 2,050,080


Total 220,381 275,535 316,216 229,289 235,922 262,592 287,559 788,563 614,596 774,211 688,571 617,713 5,311,148


NDX (Nasdaq-100 Index) Open Interest and Dollar Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $341,158,988 $697,840,472 $987,865,383 $291,988,830 $154,611,770 $452,401,651 $311,155,487 $849,814,795 $789,297,820 $732,353,548 $426,482,427 $408,819,524 $6,443,790,695

Dollar Volume Put $250,787,782 $313,971,036 $634,640,727 $307,105,025 $224,211,830 $351,433,536 $437,927,368 $1,663,377,608 $1,174,832,442 $1,189,184,492 $1,005,087,221 $560,748,765 $8,113,307,832

Page 72

Total $591,946,770 $1,011,811,508 $1,622,506,110 $599,093,855 $378,823,600 $803,835,187 $749,082,855 $2,513,192,403 $1,964,130,262 $1,921,538,040 $1,431,569,648 $969,568,289 $14,557,098,527


NDX (Nasdaq-100 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)


Average Premium Per Contract Call Put Total $3,486 $2,047 $2,686 $6,148 $1,938 $3,672 $8,273 $3,225 $5,131 $3,864 $1,998 $2,613 $1,709 $1,541 $1,606 $4,454 $2,183 $3,061 $2,794 $2,485 $2,605 $2,620 $3,583 $3,187 $3,558 $2,991 $3,196 $2,887 $2,285 $2,482 $1,468 $2,525 $2,079 $1,635 $1,525 $1,570 $3,143 $2,488 $2,741

CBOE HOLDINGS, INC.

Call 10 12 11 11 12 16 15 22 26 27 33 32 19


Page 73

Total 12 13 13 15 15 17 18 26 32 37 34 36 23

Call 9,874 9,671 10,902 7,083 7,696 6,511 7,390 14,638 8,444 9,487 8,808 7,745 108,249


Total 18,347 20,753 24,839 15,145 16,053 15,858 15,569 30,380 19,231 20,924 20,088 16,981 234,168


MNX (Mini Nasdaq-100 Index) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 13,121 11,333 12,218 20,688 9,951 10,599 13,920 29,948 17,889 25,873 3,190 1,382 170,112

Contract Volume Put 13,839 16,833 14,803 5,990 9,918 8,821 10,721 12,292 3,090 3,599 715 1,168 101,789

Total 26,960 28,166 27,021 26,678 19,869 19,420 24,641 42,240 20,979 29,472 3,905 2,550 271,901

Average Daily Volume 1,348 1,482 1,175 1,334 946 883 1,232 1,837 999 1,403 186 121 1,079

MNX (Mini Nasdaq-100 Index) Open Interest and Dollar Volume (includes LEAPS) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $10,006,151 $7,167,570 $4,584,510 $10,974,483 $5,497,832 $3,915,875 $14,625,090 $12,254,306 $19,259,904 $30,736,599 $3,210,080 $756,441 $122,988,841

Dollar Volume Put $16,665,482 $18,744,722 $5,767,863 $3,501,195 $4,723,867 $3,177,098 $9,153,212 $5,539,226 $1,946,564 $1,065,890 $414,378 $180,851 $70,880,348

Page 74

Total $26,671,633 $25,912,292 $10,352,373 $14,475,678 $10,221,699 $7,092,973 $23,778,302 $17,793,532 $21,206,468 $31,802,489 $3,624,458 $937,292 $193,869,189


MNX (Mini Nasdaq-100 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)


Average Premium Per Contract Call Put Total $763 $1,204 $989 $632 $1,114 $920 $375 $390 $383 $530 $585 $543 $552 $476 $514 $369 $360 $365 $1,051 $854 $965 $409 $451 $421 $1,077 $630 $1,011 $1,188 $296 $1,079 $1,006 $580 $928 $547 $155 $368 $723 $696 $713

CBOE HOLDINGS, INC.

Call 24 24 27 46 23 34 54 104 63 100 28 12 43


Page 75

Total 27 36 28 34 22 27 52 62 37 50 17 12 34

Call 540 474 447 453 436 312 257 289 284 260 112 119 3,983

Transactions Put 442 316 529 327 469 416 215 388 277 332 118 90 3,919

Total 982 790 976 780 905 728 472 677 561 592 230 209 7,902


RUT (Russell 2000 Index) Contract Volume (includes LEAPS and FLEX)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 276,846 248,848 378,203 283,815 330,224 430,122 321,324 572,924 300,051 264,166 210,166 156,241 3,772,930


Total 677,475 649,490 923,810 696,806 742,615 1,002,073 782,487 1,462,303 692,324 636,257 512,975 384,402 9,163,017


RUT (Russell 2000 Index) Open Interest and Dollar Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Open Interest in Contracts Total Call Put 333,709 516,311 850,020 366,557 594,483 961,040 487,981 569,293 1,057,274 410,918 590,892 1,001,810 471,292 646,308 1,117,600 402,958 618,143 1,021,101 372,875 644,497 1,017,372 417,747 619,912 1,037,659 298,159 475,300 773,459 306,742 447,625 754,367 317,877 426,977 744,854 212,155 327,718 539,873 ----

CBOE HOLDINGS, INC.

Call $667,484,279 $807,242,106 $750,355,772 $749,471,292 $307,140,318 $687,451,664 $459,416,075 $966,221,605 $596,379,879 $555,344,072 $322,418,750 $451,972,206 $7,320,898,018

Dollar Volume Put $446,477,951 $396,091,077 $695,394,750 $438,036,548 $402,697,567 $589,541,747 $445,991,876 $1,892,345,581 $847,954,374 $729,467,366 $522,022,423 $391,469,429 $7,797,490,689

Page 76

Total $1,113,962,230 $1,203,333,183 $1,445,750,522 $1,187,507,840 $709,837,885 $1,276,993,411 $905,407,951 $2,858,567,186 $1,444,334,253 $1,284,811,438 $844,441,173 $843,441,635 $15,118,388,707


RUT (Russell 2000 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)


Average Premium Per Contract Call Put Total $2,411 $1,114 $1,644 $3,244 $989 $1,853 $1,984 $1,275 $1,565 $2,641 $1,061 $1,704 $930 $976 $956 $1,598 $1,031 $1,274 $1,430 $967 $1,157 $1,686 $2,128 $1,955 $1,988 $2,162 $2,086 $2,102 $1,960 $2,019 $1,534 $1,724 $1,646 $2,893 $1,716 $2,194 $1,940 $1,447 $1,650

CBOE HOLDINGS, INC.

Call 22 19 18 19 20 25 22 26 17 16 13 13 19


Page 77

Total 27 24 21 22 21 28 23 26 18 19 15 16 22

Call 12,334 12,779 21,561 14,961 16,433 17,039 14,676 22,096 17,289 16,901 16,253 12,314 194,636


Total 25,490 26,676 43,868 31,844 35,005 36,004 34,009 55,657 38,001 34,064 33,854 24,200 418,672


VIX (CBOE Volatility Index) Contract Volume (includes FLEX)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 5,024,434 4,545,274 7,435,821 4,315,104 5,053,357 6,195,874 6,339,449 8,382,434 4,731,418 4,030,155 4,068,791 3,117,265 63,239,376


Total 7,920,698 7,046,691 10,667,243 6,295,825 7,203,302 8,542,798 8,850,857 13,386,499 8,195,148 8,058,433 6,671,809 5,149,648 97,988,951


VIX (CBOE Volatility Index) Open Interest and Dollar Volume (includes FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $529,082,755 $464,944,551 $1,008,356,369 $499,742,094 $453,348,878 $730,874,134 $681,428,978 $2,290,986,246 $1,600,183,859 $886,636,107 $915,867,802 $380,014,251 $10,441,466,024


Page 78

Total $1,088,030,335 $837,342,540 $1,480,027,746 $862,460,848 $769,181,361 $1,061,964,509 $1,053,059,127 $3,182,251,458 $2,106,950,087 $1,623,714,200 $1,363,558,748 $677,393,774 $16,105,934,733


VIX (CBOE Volatility Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes FLEX)



CBOE HOLDINGS, INC.

Call 79 60 65 51 71 72 72 69 68 60 62 57 66


Page 79

Total 91 68 67 57 76 74 73 71 74 70 65 64 71

Call 63,647 76,031 113,600 84,969 71,662 86,074 87,653 122,362 69,372 67,069 65,470 54,374 962,283


Total 86,831 103,700 158,520 110,694 95,072 115,161 120,858 187,280 110,049 114,461 103,132 80,702 1,386,460


Other Cash Index Options Products Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 190

Call

0 0 0 97 25 20 67 71 10 0 0 0 290

Contract Volume Put 0 0 0 30 20 2 1 509 8 5 0 0 575

Total

0 0 0 127 45 22 68 580 18 5 0 0 865

Average Daily Volume

0 0 0 6 2 1 3 25 1 0 0 0 5

Other Cash Index Options Products Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Open Interest in Contracts Total Call Put 1,285 3,919 5,204 1,177 4,721 5,898 610 1,938 2,548 798 600 1,398 817 770 1,587 39 58 97 79 14 93 39 525 564 16 133 149 17 116 133 15 38 53 8 11 19 ----

Call

$0 $0 $0 $12,561 $4,165 $600 $11,900 $18,950 $4,745 $0 $0 $0 $52,921

Dollar Volume Put $0 $0 $0 $1,198 $270 $230 $10 $110,435 $290 $560 $0 $0 $112,993

Total

$0 $0 $0 $13,759 $4,435 $830 $11,910 $129,385 $5,035 $560 $0 $0 $165,914

Includes GVZ, MVR, RMN, RUI

CBOE HOLDINGS, INC.

Page 80


Other Cash Index Options Products Average Premium Per Contract, Average Contracts Per Trade and Transactions



CBOE HOLDINGS, INC.

Call 0 0 0 4 5 20 3 5 1 0 0 0 4


Page 81

Total 0 0 0 4 5 11 3 13 2 2 0 0 7

Call

0 0 0 24 5 1 20 14 9 0 0 0 73

Transactions Put 0 0 0 5 4 1 1 30 3 3 0 0 47

Total 0 0 0 29 9 2 21 44 12 3 0 0 120


OTHER CASH INDEX OPTIONS CONTRACT VOLUME DETAIL


CBOE HOLDINGS, INC.

CBOE GVZ

127 45 22 68 580 18 5 865

Page 82


CBOE BINARY OPTIONS - 2011 BSZ CBOE Binary Options (SPX) Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call

447 862 8,413 10 0 0 30 0 0 0 6 0 9,768

Contract Volume Put 1,450 2,214 2,619 0 182 10 105 30 8 199 50 200 7,067


Total 1,897 3,076 11,032 10 182 10 135 30 8 199 56 200 16,835

BSZ CBOE Binary Options (SPX) Open Interest and Dollar Volume


Open Interest in Contracts Call Put Total 14,850 4,073 18,923 15,592 5,123 20,715 200 410 610 10 0 10 0 130 130 0 0 0 0 100 100 0 10 10 0 0 0 0 0 0 0 0 0 0 200 200 ----

Call $37,447 $68,208 $116,491 $590 $0 $0 $405 $0 $0 $0 $270 $0 $223,411

Dollar Volume Put $67,045 $51,307 $175,095 $0 $4,863 $50 $2,075 $1,340 $696 $2,880 $675 $11,190 $317,216

Total $104,492 $119,515 $291,586 $590 $4,863 $50 $2,480 $1,340 $696 $2,880 $945 $11,190 $540,627

BSZ CBOE Binary Options (SPX) Average Premium Per Contract, Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.


Average Contracts Per Trade Call Put 37 97 78 105 324 105 10 0 0 20 0 10 15 53 0 15 0 4 0 28 3 25 0 50 181 79

Page 83

Total 70 96 216 10 20 10 34 15 4 28 14 50 117

Call 12 11 26 1 0 0 2 0 0 0 2 0 54


Total 27 32 51 1 9 1 4 2 2 7 4 4 144


BVZ CBOE Binary Options (VIX) Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 1,716 1,238 514 1,448 56 141 60 1,326 156 294 374 32 7,355

Contract Volume Put 19 1 1,101 115 21 1 0 173 82 600 409 40 2,562

Total 1,735 1,239 1,615 1,563 77 142 60 1,499 238 894 783 72 9,917


BVZ CBOE Binary Options (VIX) Open Interest and Dollar Volume


Open Interest in Contracts Call Put Total 1,651 4 1,655 793 1 794 300 1,000 1,300 34 0 34 34 0 34 9 1 10 0 0 0 70 12 82 11 4 15 85 0 85 76 90 166 1 10 11 ----

Call $48,968 $78,271 $31,945 $77,560 $3,208 $9,318 $3,065 $19,788 $7,144 $22,899 $13,913 $1,770 $317,849

Dollar Volume Put $741 $34 $24,014 $3,240 $677 $40 $0 $7,530 $5,918 $7,150 $9,660 $1,950 $60,954

Total $49,709 $78,305 $55,959 $80,800 $3,885 $9,358 $3,065 $27,318 $13,062 $30,049 $23,573 $3,720 $378,803

BVZ CBOE Binary Options (VIX) Average Premium Per Contract, Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.


Average Contracts Per Trade Call Put 49 5 32 1 22 220 24 29 7 7 20 1 10 0 102 10 26 16 49 200 34 45 11 20 34 47

Page 84

Total 44 31 58 24 7 18 10 48 22 99 39 14 36

Call 35 39 23 60 8 7 6 13 6 6 11 3 217


Total 39 40 28 64 11 8 6 31 11 9 20 5 272


EXCHANGE TRADED FUNDS - 2011 Major Market Index Funds SPDR® S&P® 500 ETF (SPY) DIAMONDS (DIA) iShares Russell 2000 Index Fund (IWM) Powershares QQQ (QQQ)

DOMESTIC SECTOR Alerian MLP ETF (AMLP) Basic Industries SPDR (XLB) Biotech HOLDRS Trust (BBH) Claymore/MAC Solar Energy Index ETF (TAN) Consumer Discretionary Select Sector SPDR Fund (XLY) Consumer Staples SPDR (XLP)

DOMESTIC SECTOR cont'd. PowerShares Water Resources Portfolio (PHO) Powershares Wilderhill Clean Energy (PBW) Regional Bank HOLDRs Trust (RKH) Retail HOLDRs Trust (RTH) Semiconductor HOLDRS Trust (SMH) Software HOLDRs Trust (SWH) SPDR Biotech ETF (XBI) SPDR Homebuilders ETF (XHB) SPDR KBW Capital Markets ETF (KCE) SPDR Metals and Mining ETF (XME) SPDR Oil & Gas Equipment & Services ETF (XES) SPDR Oil & Gas Exploration & Production ETF (XOP) SPDR Retail ETF (XRT)

Consumer Svcs Select SPDR (XLV) Credit Suisse Cushing 30 MLP Index ETN (MLPN) Energy Select SPDR (XLE) Financial Select SPDR (XLF) First Trust ISE Cloud Computing Index Fund (SKYY) First Trust ISE-Revere Natural Gas Index Fund (FCG) Global X Silver Mines Limited (SIL) Industrial Select SPDR (XLI) Internet HOLDRs Trust (HHH) iShares Cohen & Steers Realty Majors Index Fund (ICF) iShares DJ Transporation Average Index Fund (IYT) iShares DJ U.S. Basic Materials Index Fund (IYM)

SPDR SemiConductor ETF (XSD) Technology Select SPDR (XLK) Utilities Select Sector SPDR (XLU) Vanguard REIT ETF (VNQ)

iShares DJ US Oil & Gas Exploration & Production Index Fund (IEO) iShares DJ US Oil Equip & Services Index Fund (IEZ) iShares DJ US Utilities Sector (IDU) iShares Dow Jones U.S. Real Estate Index Fund (IYR) iShares Dow Jones US BD Index Fund (IAI) iShares Dow Jones US Financial Sector Index Fund (IYF) iShares Dow Jones US Healthcare Providers Index Fund (IHF) iShares Dow Jones US Healthcare Sector Index Fund (IYH) iShares Dow Jones US Home Construction (ITB) iShares Dow Jones US Regional Banks Index Fund (IAT) iShares Dow Jones US Telecom Sector Index (IYZ) iShares Nasdaq Biotechnology Fund (IBB) iShares PHLX SOX Semiconductor Sector Index Fund (SOXX) iShares S&P GSSI Natural Resources Index Fund (IGE) JPMorgan Alerian MLP Index ETN (AMJ) KBW Bank ETF (KBE) KBW Insurance ETF (KIE) KBW Regional Banking ETF (KRE) Market Vectors - Agribusiness ETF (MOO) Market Vectors - Coal ETF (KOL) Market Vectors - Global Alternative Energy ETF (GEX) Market Vectors - Gold Miners ETF (GDX) Market Vectors - Junior Gold Miners ETF (GDXJ) Market Vectors - Rare Earth/Strategic Metals ETF (REMX) Market Vectors - RVE Hard Assets Producers (HAP) Market Vectors - Steel ETF (SLX) Oil Services HOLDRs Trust (OIH) Pharmaceutical HOLDRS Trust (PPH)

iShares Russell 3000 Index Fund (IWV) iShares Russell Microcap Index Fund (IWC) iShares Russell Midcap Growth Index Fund (IWP) iShares Russell Midcap Index Fund (IWR) iShares S&P 500 Index Fund/US (IVV) iShares S&P Midcap 400 Index Fund (IJH) iShares S&P SmallCap 600 Index Fund (IJR) iShares S&P SmallCap 600/Barra Value Index Fund (IJS) iShares Trust - Russell 2000 Growth Index Fund (IWO) iShares Trust - Russell 2000 Value Index Fund (IWN) iShares Trust - S&P 100 (OEF) Powershares S&P 500 BuyWrite Portfolio (PBP) ProShares VIX Mid-Term Futures ETF (VIXM) ProShares VIX Short-Term Futures ETF (VIXY) RevenueShares Large Cap ETF (RWL) S&P 400 MidCap SPDRs (MDY) Schwab International Small-Cap Equity ETF (SCHC) Schwab US Broad Market ETF (SCHB) Schwab US Larp Cap ETF (SCHX) Schwab U.S. Large-Cap Growth ETF (SCHG) Schwab U.S. Large-Cap Value ETF (SCHV) Schwab US Small Cap ETF (SCHA) SPDR Dividend ETF (SDY) VelocityShares VIX Short-Term ETN (VIIX)

CBOE HOLDINGS, INC.

DOMESTIC BROAD-BASED iPATH S&P 500 VIX Mid-Term Futures ETN (VXZ) iPATH S&P 500 VIX Short-Term Futures ETN (VXX) iShares DJ Select Dividend Index Fund (DVY) iShares DJ US Total Market Index Fund (IYY)

Page 85


EXCHANGE TRADED FUNDS - 2011 cont'd. FOREIGN Claymore/BNY BRIC ETF (EEB) Claymore/Alpha Shares China All-Cap ETF (YAO) Claymore/AlphaShares China Small Cap Index ETF (HAO) DJ EURO STOXX 50 Fund (FEZ) iPath MSCI India Index ETN (INP) IQ Global Agribusiness Small Cap ETF (CROP) iShares FTSE/Xinhua China Index Fund (FXI) iShares MSCI ACWI Index ETF (ACWI) iShares MSCI All Peru Capped Index Fund (EPU) iShares MSCI Australia Index (EWA) iShares MSCI Brazil Index Fund (EWZ) iShares MSCI BRIC Index Fund (BKF) iShares MSCI Canada Index Fund (EWC) iShares MSCI Chile Investable Market Index Fund (ECH) iShares MSCI EAFE Index Fund (EFA) iShares MSCI Emerging Markets Index (EEM) iShares MSCI EMU Index Fund (EZU) iShares MSCI Germany Index (EWG) iShares MSCI Hong Kong Index Fund (EWH) iShares MSCI Italy Index Fund (EWI) iShares MSCI Japan Index Fund (EWJ) iShares MSCI Malaysia Index Fund (EWM) iShares MSCI Mexico Index Fund (EWW) iShares MSCI Pacific ex-Japan Index Fund (EPP) iShares MSCI Singapore Index Fund (EWS) iShares MSCI South Africa Index Fund (EZA) iShares MSCI South Korea Index Fund (EWY) iShares MSCI Spain Index (EWP) iShares MSCI Switzerland Index Fund (EWL) iShares MSCI Taiwan Index Fund (EWT) iShares S&P Europe 350 Index Fund (IEV) iShares S&P Latin America 40 Index (ILF) Market Vectors Brazil Small Cap ETF (BRF) Market Vectors Russia ETF Trust (RSX) PowerShares DWA Emerging Markets Technical Leaders (PIE) PowerShares Golden Dragon Halter USX China Portfolio (PGJ) PowerShares India Portfolio (PIN) Schwab Emerging Markets Equity ETF (SCHE) Schwab International Equity ETF (SCHF) SPDR S&P China ETF (GXC) SPDR S&P Emerging Europe ETF (GUR) Vanguard Emerging Markets ETF (VWO) Wisdom Tree Emerging Markets Equity Income Fund (DEM) WisdomTree Emerging Markets Local Debt Fund (ELD) WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) WisdomTree India Earnings Fund (EPI)

COMMODITY POOLS CurrencyShares Canadian Dollar Trust (FXC) CurrencyShares Swiss Franc Trust (FXF) Direxion Daily China 3X Bear Shares (CZI) Direxion Daily China 3X Bear Shares (YANG) Direxion Daily China 3X Bull Shares (CZM) Direxion Daily China 3X Bull Shares (YINN) E-TRACS UBS Long Platinum ETN (PTM) ELEMENTS Linked to the MLCX Grains Index (GRU) ELEMENTS Rogers Agri Total Return ETN (RJA) ELEMENTS Rogers Energy Total Return ETN (RJN) ELEMENTS Rogers Total Return ETN (RJI) Global X Uranium ETF (URA) Gold Trust ETFS (SGOL)

CBOE HOLDINGS, INC.

COMMODITY POOLS cont'd. GreenHaven Continuous Commodity Index fund (GCC) iPath Dow Jones-UBS Commodity Index Total Return ETN (DJP) iPath Dow Jones-UBS Copper Subindex Total Return ETN (JJC) iPath Dow Jones-UBS Cotton Subindex Total Return ETN (BAL) iPath Dow Jones-UBS Livestock Subindex Total Return ETN (COW) iPath Dow Jones-UBS Natural Gas Subindex Total Return ETN (GAZ) iPath Dow Jones-UBS Sugar Total Return Sub-IndexSM ETN (SGG) iPath Goldman Sachs Crude Oil Total Return Index ETN (OIL) iShares COMEX Gold Trust (IAU) iShares GSCI Commodity-Indexed Trust (GSG) iShares Silver Trust (SLV) Physical Silver Shares ETFS (SIVR) PowerShares DB Agriculture Fund (DBA) PowerShares DB Base Metals Fund (DBB) PowerShares DB Commodity Index Tracking Fund (DBC) PowerShares DB Energy Fund (DBE) PowerShares DB Gold Fund (DGL) PowerShares DB Oil Fund (DBO) PowerShares DB Precious Metals Fund (DBP) PowerShares DB Silver Fund (DBS) ProShares UltraShort DJ-AIG Crude Oil (SCO) SPDR Gold Trust (GLD) Teucrium Corn Fund (CORN) Teucrium Crude Oil Fund (CRUD) United States 12 Month Oil Fund LP (USL) United States Brent Oil Fund (BNO) United States Gasoline Fund (UGA) United States Natural Gas Fund LP (UNG) United States Oil Fund LP (USO) WisdomTree Dreyfus Commodity Currency Fund (CCX)

LEVERAGED & INVERSE Credit Suisse 130/30 ProShares (CSM) Direxion Daily 10-Year Treasury Bear 3X (TYO) Direxion Daily 10-Year Treasury Bull 3X (TYD) Direxion Daily 30-Year Treasury Bear 3X (TMV) Direxion Daily 30-Year Treasury Bull 3X (TMF) Direxion Daily Gold Miners Bear 2x Shares (DUST) Direxion Daily Gold Miners Bull 2x Shares (NUGT) Direxion Daily Latin America Bear 3X Shares (LHB) Direxion Daily Latin America Bull 3X Shares (LBJ) Direxion Daily Real Estate Bear 3x Shares (DRV) Direxion Daily Real Estate Bull 3x Shares (DRN) Direxion Daily Russia Bull 3X Shares (RUSL) Direxion Daily Russia Bear 3X Shares (RUSS) Direxion Daily Technology Bear 3X Shares (TYP) Direxion Daily Technology Bull 3X Shares (TYH) Direxionshares Daily Developed Markets Bull 3X Shares (DZK) Direxionshares Developed Markets Bear 3X Shares (DPK) Direxionshares Emerging Markets Bear 3X Shares (EDZ) Direxionshares Emerging Markets Bull 3X Shares (EDC) Direxionshares Energy Bear 3X Shares (ERY) Direxionshares Energy Bull 3X Shares (ERX) Direxionshares Financial Bear 3X Shares (FAZ) Direxionshares Financial Bull 3X Shares (FAS) Direxionshares Large Cap Bear 3X Shares (BGZ) Direxionshares Large Cap Bull 3X Shares (BGU) Direxionshares Mid Cap Bear 3X Shares (MWN) Direxionshares Mid Cap Bull 3X Shares (MWJ)

Page 86


EXCHANGE TRADED FUNDS - 2011 cont'd. LEVERAGED & INVERSE cont'd. Direxionshares Small Cap Bear 3X Shares (TZA) Direxionshares Small Cap Bull 3X Shares (TNA) ProShares UltraShort MSCI Japan (EWV) Rydex 2x S&P 500 ETF (RSU) Rydex Inverse 2x S&P 500 ETF (RSW) Short 20+ Year Treasury ProShares (TBF) Short Dow30 ProShares (DOG) Short QQQ ProShares (PSQ) Short Russell2000 ProShares (RWM) Short S&P500 ProShares (SH) The Active Bear (HDGE) Ultra 20+ Year Treasury ProShares (UBT)

CURRENCY CurrencyShares Australian Dollar Trust (FXA) CurrencyShares British Pound Sterling Trust (FXB) CurrencyShares Euro Trust (FXE) CurrencyShares Japanese Yen Trust (FXY) PowerShares DB G10 Currency Harvest Fund (DBV) PowerShares US Dollar IDX Bearish Fund (UDN) PowerShares US Dollar IDX Bullish Fund (UUP) WisdomTree Dreyfus China Yuan Fund (CYB) WisdomTree Dreyfus Emerging Currency Fund (CEW)

Ultra Basic Materials ProShares (UYM) Ultra Dow30 ProShares (DDM) Ultra DJ-UBS Crude Oil ProShares (UCO) Ultra Financials ProShares (UYG) Ultra FTSE China 25 ProShares (XPP) Ultra Gold ProShares (UGL) Ultra Industrials ProShares (UXI) Ultra MSCI Emerging Markets ProShares (EET) Ultra Oil & Gas ProShares (DIG) Ultra QQQ ProShares (QLD) Ultra Real Estate ProShares (URE) Ultra Russell2000 ProShares (UWM) Ultra S&P500 ProShares (SSO) Ultra Semiconductor (USD) Ultra Silver ProShares (AGQ) Ultra SmallCap600 ProShares (SAA) Ultra Technology ProShares (ROM) UltraPro QQQ ProShares (TQQQ) UltraPro S&P 500 ProShares (UPRO) UltraPro Short QQQ ProShares (SQQQ) UltraPro Short S&P 500 ProShares (SPXU) UltraShort Basic Materials ProShares (SMN) UltraShort Dow30 ProShares (DXD) UltraShort Euro ProShares (EUO) UltraShort Financials ProShares (SKF) UltraShort FTSE/Xinhua China 25 ProShares (FXP) UltraShort Gold ProShares (GLL) UltraShort Industrials ProShares (SIJ) UltraShort Lehman 20+Year Treasury ProShares (TBT) UltraShort Lehman 7-10 Treasury ProShares (PST) UltraShort MidCap400 ProShares (MZZ) UltraShort MSCI Brazil ProShares (BZQ) UltraShort MSCI EAFE ProShares (EFU) UltraShort MSCI Emerging Markets ProShares (EEV) UltraShort MSCI Europe ProShares (EPV) UltraShort Oil & Gas ProShares (DUG) UltraShort QQQ ProShares (QID) UltraShort Real Estate ProShares (SRS) UltraShort Russell2000 ProShares (TWM) UltraShort S&P500 ProShares (SDS) UltraShort Semiconductors ProShares (SSG) UltraShort Silver ProShares (ZSL) UltraShort Technology ProShares (REW) UltraShort Yen ProShares (YCS) United States Short Oil Fund LP (DNO)

FIXED INCOME iShares Barclays 3-7 Year Treasury Bond Fund (IEI) iShares iBoxx $ High Yield Corporate Bond Fund (HYG) iShares GS InvesTop Corporate Bond Fund (LQD) iShares JPMorgan USD Emerging Markets Bond Fund (EMB) iShares Lehman 1-3 Year Treasury Bond Fund (SHY) iShares Lehman 7-10 Year Treasury Bond Fund (IEF) iShares Lehman 20+Year Treasury Bond Fund (TLT) iShares Lehman US Treasury Inflation Protected Securities Fund (TIP) iShares S&P National Municipal Bond Fund (MUB) iShares S&P U.S. Preferred Stock Index Fund (PFF) PowerShares CEF Income Composite Portfolio (PCEF) PowerShares Emerging Markets Sovereign Debt Portfolio (PCY) PowerShares Financial Preferred Portfolio (PGF) PowerShares Fundamental High Yield Corporate Bond Portfolio (PHB) PowerShares Preferred Portfolio (PGX) ProShares Short High Yield (SJB) Schwab Intermediate-Term U.S. Treasury ETF (SCHR) Schwab Short-Term U.S. Treasury ETF (SCHO) Schwab U.S. TIPs ETF (SCHP) SPDR Barclays Capital International Treasury Bond ETF (BWX) SPDR Lehman High Yield Bond ETF (JNK) WisdomTree Asia Local Debt Fund (ALD)

CBOE HOLDINGS, INC.

Page 87


MOST ACTIVE EXCHANGE TRADED FUNDS - 2011 SPDR® S&P® 500 ETF (Ticker: SPY) The SPDR S&P 500 ETF represents ownership in the SPDR Trust Series 1, a unit investment trust established to accumulate and hold a portfolio of the equity securities that comprise the Standard & Poor's 500 Composite Stock Price Index. SPDRs seek investment results that, before expenses, generally correspond to the price and yield performance of the Standard & Poor's 500 Composite Stock Price Index. The S&P 500® Index is composed of 500 selected stocks, all of which are listed on the NYSE, AMEX or NASDAQ, and spans over 24 separate industry groups. iShares Russell 2000 Index Fund (Ticker: IWM) The iShares Russell 2000 Index Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the small capitalization sector of the U.S. equity market as represented by the Russell 2000 Index. The index represents the approximately 2,000 smallest companies in the Russell 3000 Index. DIAMONDS (Ticker: DIA) DIAMONDS represent ownership in the DIAMONDS, Trust Series 1, a unit investment trust established to accumulate and hold a portfolio of the equity securities that comprise the Dow Jones Industrial Average. DIAMONDS seek investment results that, before expenses, generally correspond to the price and yield performance of the DJIA. The Dow Jones Industrial Average is the oldest continuous barometer of the U.S. stock market, and the most widely quoted indicator of U.S. stock market activity. The 30 stocks now comprising the DJIA are all leaders in their respective industries, and their stocks are widely held by individuals and institutional investors. PowerShares QQQ™ (Ticker: QQQ) PowerShares QQQ™, formerly known as "QQQ" or the "NASDAQ- 100 Index Tracking Stock®", is based on the Nasdaq100 Index®. The Index includes 100 of the largest domestic and international non-financial companies listed on the Nasdaq Stock Market based on market capitalization. The portfolio is rebalanced quarterly and reconstituted annually.

CBOE HOLDINGS, INC.

Page 88


CBOE EXCHANGE TRADED FUNDS OPTIONS - 2011 Total CBOE Exchange Traded Funds Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 8,297,711 8,704,041 11,690,386 9,506,087 9,964,238 11,051,177 9,669,370 17,827,112 13,255,014 12,289,356 9,518,015 9,048,284 130,820,791


Total 22,203,780 22,030,406 28,850,075 24,104,088 24,120,756 28,744,598 24,364,933 48,791,526 34,441,268 31,552,557 24,953,058 20,923,333 335,080,378

Average Daily Volume 1,110,189 1,159,495 1,254,351 1,205,204 1,148,607 1,306,573 1,218,247 2,121,371 1,640,060 1,502,503 1,188,241 996,349 1,329,684

CBOE Exchange Traded Funds Open Interest and Dollar Volume



CBOE HOLDINGS, INC.

Call $1,429,852,496 $1,640,820,187 $1,848,857,491 $1,799,722,335 $1,508,282,727 $1,518,047,936 $1,519,842,012 $3,843,644,052 $2,685,279,323 $2,548,884,011 $1,809,528,332 $1,642,911,513 $23,795,672,415


Page 89

Total $3,114,810,336 $3,275,982,210 $4,345,027,422 $3,694,531,724 $3,512,621,836 $4,079,682,140 $3,490,512,292 $12,095,948,317 $7,338,776,210 $6,279,260,381 $4,593,433,239 $3,596,034,928 $59,416,621,035


Total CBOE Exchange Traded Funds Average Premium Per Contract, Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.


Call 23 23 25 21 21 26 25 25 24 26 23 24 24


Page 90

Total 31 32 32 30 27 32 33 34 32 35 30 29 32

Call 362,911 372,113 474,574 446,767 463,494 427,099 383,786 702,202 545,022 468,074 422,197 375,130 5,443,369


Total 705,976 697,275 911,768 811,244 900,757 891,579 740,332 1,416,075 1,091,011 911,366 831,417 711,492 10,620,292


Total CBOE Exchange Traded Funds FLEX Contract Volume *


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 1,364 139 362 0 685 5,271 1,255 0 0 2,875 2,325 6,744 21,020

Contract Volume Put 3,488 615 17,609 78,543 0 3,514 6,250 7,858 0 439,116 0 434,370 991,363

Total 4,852 754 17,971 78,543 685 8,785 7,505 7,858 0 441,991 2,325 441,114 1,012,383

Average Daily Volume 243 40 781 3,927 33 399 375 342 0 21,047 111 21,005 4,017

Total CBOE Exchange Traded Funds FLEX Open Interest and Dollar Volume


CBOE HOLDINGS, INC.

Open Interest in Contracts Call Put 70,098 45,084 72,056 51,915 60,381 67,824 75,090 198,064 81,860 156,331 92,894 162,246 95,292 212,624 98,746 220,599 93,748 220,742 101,848 375,482 103,176 378,072 96,240 661,039 ---

Total 115,182 123,971 128,205 273,154 238,191 255,140 307,916 319,345 314,490 477,330 481,248 757,279 --

Call $986,430 $210,880 $164,008 $0 $746,650 $3,619,420 $912,270 $0 $0 $37,375 $18,600 $578,997 $7,274,630

Dollar Volume Put $465,630 $158,260 $2,700,345 $21,058,939 $0 $3,002,713 $95,000 $2,533,717 $0 $134,767,560 $0 $21,284,130 $186,066,294

Page 91

Total $1,452,060 $369,140 $2,864,353 $21,058,939 $746,650 $6,622,133 $1,007,270 $2,533,717 $0 $134,804,935 $18,600 $21,863,127 $193,340,924


Total CBOE Exchange Traded Funds FLEX Average Premium Per Contract, Average Contracts Per Trade and Transactions Average Premium Per Contract Call Put Total $723 $133 $299 $1,517 $257 $490 $453 $153 $159 $0 $268 $268 $1,090 $0 $1,090 $687 $855 $754 $727 $15 $134 $0 $322 $322 $0 $0 $0 $13 $307 $305 $8 $0 $8 $86 $49 $50 $346 $188 $191


Average Contracts Per Trade Put 455 268 17 308 52 1,174 0 26,181 685 0 2,636 1,757 209 3,125 0 1,310 0 0 2,875 36,593 2,325 0 1,349 217,185 618 17,392

Call

Total

303 75 817 26,181 685 2,196 938 1,310 0 33,999 2,325 63,016 11,125

Call

3 8 7 0 1 2 6 0 0 1 1 5 34


Total

16 10 22 3 1 4 8 6 0 13 1 7 91

*Includes: EEM, EFA, EWJ, EWY, EWZ, GDX, GLD, IJH, IJR, IVV, IWM, MDY, QQQ, SLV, SPY, XLF Total CBOE Volume for FLEX, WEEKLY and QUARTERLY Options

DIA IWM QQQ SPY GLD SLV VXX EEM XLF

CBOE HOLDINGS, INC.

FLEX ---305 1,250 15,679 342 3,750 ---102,712 434,370

WEEKLY ---4,775,176 5,381,667 28,034,170 1,637,758 2,573,602 1,406,559 599,585 275,943

QUARTERLY 214,082 3,165,506 2,634,929 12,797,889 677,930 ---------241,404

Page 92


QQQ (PowerShares QQQ) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 754,531 594,270 1,190,699 800,698 710,377 975,488 796,039 1,639,943 1,326,852 1,279,113 854,689 941,510 11,864,209

Contract Volume Put 1,593,267 1,216,806 1,971,739 1,286,134 982,414 1,548,098 1,567,324 3,136,156 2,254,124 1,739,350 1,160,897 1,117,030 19,573,339

Total 2,347,798 1,811,076 3,162,438 2,086,832 1,692,791 2,523,586 2,363,363 4,776,099 3,580,976 3,018,463 2,015,586 2,058,540 31,437,548


QQQ (PowerShares QQQ) Open Interest and Dollar Volume (includes LEAPS)


CBOE HOLDINGS, INC.


Call $115,558,705 $76,484,255 $133,404,006 $95,321,905 $72,115,512 $101,469,002 $115,548,138 $220,443,835 $233,684,868 $248,753,262 $117,856,251 $78,046,796 $1,608,686,535


Page 93

Total $228,283,689 $161,960,342 $316,055,359 $193,766,022 $152,262,313 $240,920,369 $259,070,301 $645,346,495 $543,278,252 $492,748,749 $235,481,645 $167,875,372 $3,637,048,908


QQQ (PowerShares QQQ) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)


CBOE HOLDINGS, INC.


Call

Average Contracts Per Trade Put 44 62 38 55 50 62 45 54 44 44 48 50 44 57 40 58 39 51 39 44 35 40 47 47 42 52

Page 94

Total

55 48 57 50 44 49 52 50 46 42 38 47 48

Call 17,304 15,484 23,583 17,848 15,989 20,174 17,969 40,741 34,315 32,470 24,604 20,090 280,571


Total 42,858 37,700 55,469 41,813 38,115 51,392 45,336 94,729 78,409 72,025 53,456 44,060 655,362


DIA (DIAMONDS) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 59,071 73,845 91,639 63,173 69,189 78,716 65,729 130,097 70,062 68,672 98,640 88,695 957,528


Total 141,985 157,273 214,706 146,151 157,245 187,321 145,064 242,734 153,970 152,200 181,286 189,767 2,069,702


DIA (DIAMONDS) Open Interest and Dollar Volume (includes LEAPS)


Open Interest in Contracts Call Put Total 306,687 392,844 699,531 306,956 401,385 708,341 316,775 346,967 663,742 346,769 351,110 697,879 328,314 356,933 685,247 308,786 342,374 651,160 329,056 348,343 677,399 397,229 423,990 821,219 360,360 411,389 771,749 308,803 374,716 683,519 353,162 423,359 776,521 323,605 440,922 764,527 ----

CBOE HOLDINGS, INC.

Call $14,655,541 $19,361,086 $21,467,226 $13,626,599 $15,193,719 $14,118,717 $17,892,907 $34,980,168 $19,189,487 $20,665,404 $26,152,363 $24,232,742 $241,535,959


Page 95

Total $27,814,382 $30,976,714 $42,388,216 $24,995,913 $29,016,914 $33,814,049 $33,992,563 $71,085,289 $42,470,503 $44,262,969 $56,683,605 $47,359,960 $484,861,077


DIA (DIAMONDS) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)


CBOE HOLDINGS, INC.


Call


Page 96

Total

19 19 17 21 18 19 16 15 13 13 16 21 17

Call

2,953 3,518 5,415 3,230 3,782 4,384 4,025 8,239 5,017 4,945 5,551 4,421 55,480


Total 7,609 8,086 12,423 7,021 8,753 10,115 8,941 16,257 12,104 11,369 11,548 9,066 123,292


SPY (S&P Depositary Receipts) Contract Volume (includes LEAPS and FLEX)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 2,398,979 2,160,101 3,573,057 3,032,954 2,992,529 4,469,098 3,537,554 7,044,267 5,176,634 4,804,802 3,958,962 3,900,089 47,049,026


Total 8,071,462 8,036,164 11,080,348 9,745,390 8,581,552 12,998,527 10,866,711 22,465,246 16,498,322 14,982,928 12,651,459 10,102,065 146,080,174


SPY (S&P Depositary Receipts) Open Interest and Dollar Volume (includes LEAPS and FLEX)


CBOE HOLDINGS, INC.


Call $470,924,423 $403,575,655 $557,461,798 $422,516,837 $424,942,391 $600,723,361 $616,211,821 $1,446,183,849 $967,332,155 $1,195,851,739 $844,907,103 $890,164,222 $8,840,795,354

Dollar Volume Put $656,550,412 $692,376,715 $1,257,106,234 $916,599,954 $735,994,243 $1,288,125,304 $1,077,124,917 $4,916,025,812 $2,593,273,915 $1,978,096,530 $1,692,269,790 $1,127,247,950 $18,930,791,776

Page 97

Total $1,127,474,835 $1,095,952,370 $1,814,568,032 $1,339,116,791 $1,160,936,634 $1,888,848,665 $1,693,336,738 $6,362,209,661 $3,560,606,070 $3,173,948,269 $2,537,176,893 $2,017,412,172 $27,771,587,130


SPY (S&P Depositary Receipts) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)


CBOE HOLDINGS, INC.


Call


Page 98

Total

50 47 51 55 51 51 56 61 52 59 51 52 54

Call 65,213 65,290 83,273 73,677 69,409 104,515 78,901 145,962 120,839 102,391 100,526 88,733 1,098,729


Total 162,985 171,526 217,005 176,680 167,321 253,141 194,962 368,510 316,615 255,443 249,684 193,853 2,727,725


IWM (iShares Russell 2000 Index Fund) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 524,037 551,394 730,901 427,244 531,469 894,000 767,503 1,536,036 836,471 853,632 475,079 474,903 8,602,669


Total 2,013,610 2,250,723 3,411,703 2,051,693 2,113,458 3,485,081 2,931,991 6,092,107 3,256,840 3,488,142 1,974,452 1,573,759 34,643,559


IWM (iShares Russell 2000 Index Fund) Open Interest and Dollar Volume (includes LEAPS)


CBOE HOLDINGS, INC.


Call $128,268,958 $125,195,913 $115,913,710 $75,820,543 $79,771,990 $124,824,260 $109,370,404 $245,562,337 $156,410,500 $199,956,503 $88,114,266 $105,372,888 $1,554,582,272

Dollar Volume Put $225,107,423 $278,931,879 $376,957,340 $216,705,255 $217,156,369 $408,222,961 $296,512,953 $1,267,951,784 $562,714,610 $523,576,373 $255,458,403 $149,854,896 $4,779,150,246

Page 99

Total $353,376,381 $404,127,792 $492,871,050 $292,525,798 $296,928,359 $533,047,221 $405,883,357 $1,513,514,121 $719,125,110 $723,532,876 $343,572,669 $255,227,784 $6,333,732,518


IWM (iShares Russell 2000 Index Fund) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)


CBOE HOLDINGS, INC.


Call


Page 100

Total

58 64 66 61 54 49 57 59 54 63 41 41 56

Call 13,079 13,778 19,134 13,957 15,966 23,082 22,683 42,713 22,407 22,377 19,104 16,115 244,395


Total 34,591 35,097 51,619 33,579 39,263 71,044 51,373 102,494 60,193 55,616 47,731 38,585 621,185


Other CBOE Exchange Traded Funds Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 4,561,093 5,324,431 6,104,090 5,182,018 5,660,674 4,633,875 4,502,545 7,476,769 5,844,995 5,283,137 4,130,645 3,643,087 62,347,359


Total 9,628,925 9,775,170 10,980,880 10,074,022 11,575,710 9,550,083 8,057,804 15,215,340 10,951,160 9,910,824 8,130,275 6,999,202 120,849,395


Other CBOE Exchange Traded Funds Open Interest and Dollar Volume



CBOE HOLDINGS, INC.

Call $700,444,869 $1,016,203,278 $1,020,610,751 $1,192,436,451 $916,259,115 $676,912,596 $660,818,742 $1,896,473,863 $1,308,662,313 $883,657,103 $732,498,349 $545,094,865 $11,550,072,295

Dollar Volume Put $677,416,180 $566,761,714 $658,534,014 $651,690,749 $957,218,501 $706,139,240 $437,410,591 $1,607,318,888 $1,164,633,962 $961,110,415 $688,020,078 $563,064,775 $9,639,319,107

Page 101

Total $1,377,861,049 $1,582,964,992 $1,679,144,765 $1,844,127,200 $1,873,477,616 $1,383,051,836 $1,098,229,333 $3,503,792,751 $2,473,296,275 $1,844,767,518 $1,420,518,427 $1,108,159,640 $21,189,391,402


Other CBOE Exchange Traded Funds Average Premium Per Contract, Average Contracts Per Trade and Transactions



Call 17 19 18 15 16 17 17 16 16 17 15 15 17


Total 21 22 19 18 18 19 18 18 18 19 17 16 19

Call 264,362 274,043 343,169 338,055 358,348 274,944 260,208 464,547 362,444 305,891 272,412 245,771 3,764,194


Total 457,933 444,866 575,252 552,151 647,305 505,887 439,720 834,085 623,690 516,913 468,998 425,928 6,492,728

Includes ACWI, AGQ, ALD, AMJ, AMLP, BAL, BBH, BGU, BGZ, BKF, BNO, BRF, BWX, BZQ, CCX, CEW, CORN, COW, CROP, CRUD, CSM, CYB, CZI, CZM, DBA, DBB, DBC, DBE, DBO, DBP, DBS, DBV, DDM, DEM, DGL, DGS, DIG, DJP, DNO, DOG, DPK, DRN, DRV, DUG, DUST, DVY, DXD, DZK, ECH, EDC, EDZ, EEB, EEM, EET, EEV, EFA, EFU, ELD, EMB, EPI, EPP, EPU, EPV, ERX, ERY, EUO, EWA, EWC, EWG, EWH, EWI, EWJ, EWL, EWM, EWP, EWS, EWT, EWV, EWW, EWY, EWZ, EZA, EZU, FAS, FAZ, FCG, FEX, FXA, FXB, FXC, FXE, FXF, FXI, FXP, FXY, FAZ, GCC, GDX, GDXJ, GEX, GLD, GLL, GRU, GSG, GUR, GXC, HAO, HAP, HDGE, HHH, HYG, IAH, IAT, IAU, IBB, ICF, IDU, IEF, IEI, IEO, IEV, IEZ, IGE, IHF, IJH, IJR, IJS, ILF, INP, ITB, IVV, IWC, IWN, IWO, IWP, IWR, IWV, IYF, IYH, IYM, IYR, IYT, IYY, IYZ, JJC, JNK, KBE, KCE, KIE, KOL, KRE, LBJ, LHB, LQD, MDY, MLPN, MOO, MUB, MWJ, MWN, MZZ, NUGT, OEF, OIH, OIL, PBP, PBW, PCEF, PCY, PFF, PGF, PGJ, PGX, PHB, PHO, PIE, PIN, PPH, PSQ, PST, PTM, QID, QLD, REMX, REW, RJA, RJI, RJN, RKH, ROM, RSU, RSW, RSX, RTH, RUSL, RUSS, RWL, RWM, SAA, SCHA, SCHB, SCHC, SCHE, SCHF, SCHG, SCHO, SCHP, SCHR, SCHV, SCHX, SCO, SDS, SDY, SGG, SGOL, SH, SHY, SIJ, SIL, SIVR, SJB, SKF, SKYY, SLV, SLX, SMH, SMN, SOXX, SPXU, SQQQ, SRS, SSG, SSO, SWH, TAN, TBF, TBT, TIP, TLT, TMF, TMV, TNA, TQQQ, TWM, TYD, TYH, TYO, TYP, TZA, UBT, UCO, UDN, UGA, UGL, UNG, UPRO, URA, URE, USD, USL, USO, UUP, UWM, UXI, UYG, UYM, VIIX, VIXM, VIXY, VNQ, VWO, VXX, VXZ, XBI, XES, XHB, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XME, XOP, XPP, XRT, XSD, YANG, YAO, YCS, YINN, ZSL

CBOE HOLDINGS, INC.

Page 102


CBOE Other Exchange Traded Funds Contract Volume Detail DOMESTIC SECTOR Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

AMJ 230 21,589 12,021 917 2,744 7,117 4,943 13,210 15,166 5,287 313 264 83,801

AMLP

FCG 538 422 1,379 759 650 757 335 450 199 547 238 181 6,455

GDX 320,455 269,639 266,940 252,174 274,102 285,093 322,655 377,509 407,951 255,609 282,106 328,870 3,643,103

GDXJ 66,293 43,901 47,200 35,164 65,915 48,484 43,392 74,659 82,549 54,872 57,338 64,725 684,492

GEX 79 174 905 264 128 69 38 76 43 29 2 117 1,924

HAP 3

282 847 609 252 51 346 246 4,172 6,805

BBH 377 496 335 2,446 1,094 188 117 372 241 179 73 274 6,192

HHH 127 161 451 45 124 308 144 352



3

IGE 906 1,563 3,221 1,930 2,495 1,270 1,485 1,054 928 3,135 527 175 18,689

IHF 191 239 611 404 223 686 292 272 607 134 273 55 3,987

ITB 1,293 663 3,225 1,613 503 720 362 1,109 282 602 2,596 1,761 14,729

IYF 250 188 534 353 247 337 188 2,504 275 883 368 333 6,460

IYH 80 28 109 111 107 40 164 117 116 99 82 66 1,119

IYM 260 277 1,328 666 241 483 378 660 148 404 448 138 5,431

IYR 61,628 52,194 59,990 41,464 61,042 103,089 114,158 213,479 76,802 121,157 42,982 42,192 990,177

OIH 123,690 123,664 108,432 109,598 125,628 101,762 74,784 167,802 101,250 76,880 46,791 21,671 1,181,952

PBW 49 279 434 286 57 420 108 66 8 1 5 33 1,746

PHO 589 634 261 369 297 274 196 97 147 252 181 311 3,608

PPH 4,069 3,870 1,193 701 758 705 305 849 627 368 249 16 13,710

REMX 7,891 3,220 3,217 5,286 2,011 1,565 1,848 1,821 1,511 1,117 1,150 325 30,962

RKH 2,168 1,762 1,949 2,525 3,542 2,475 1,565 2,167 692 174 135 0 19,154

RTH 5,615 5,112 8,380 6,661 7,072 4,380 4,770 3,607 1,077 928 1,012 2,048 50,662

CBOE HOLDINGS, INC.

1,712

IAI 108 143 84 51 39 226 170 197 0 175 346 179 1,718

IAT 101 48 127 70 136 80 76 545 221 574 59 84 2,121

IBB 5,994 3,488 10,636 13,871 8,212 15,449 13,607 40,786 8,285 13,812 4,960 4,086 143,186

ICF 1,581 1,598 1,172 892 449 1,540 1,710 2,004 1,216 984 749 1,246 15,141

IDU 184 287 97 0 0 0 0 10 0 0 0 0 578

IEO 345 803 843 489 220 451 298 1,323 65 300 206 138 5,481

IEZ 2,600 834 1,769 843 771 653 679 2,030 974 380 235 277 12,045

IYT 12,663 16,130 9,819 3,696 1,580 997 1,001 2,057 767 5,286 4,462 4,559 63,017

IYZ 337 338 274 145 33 220 107 207 151 179 72 770 2,833

KBE 34,443 5,495 4,563 1,671 2,526 8,463 1,290 1,825 1,754 2,052 1,087 611 65,780

KCE 118 135 241 163 54 930 526 1,271 116 155 354 237 4,300

KIE 111 359 487 394 503 934 454 2,342 600 1,085 1,931 204 9,404

KOL 2,638 1,427 4,658 6,359 4,767 3,975 1,569 1,717 1,685 5,730 1,671 807 37,003

KRE 23,234 10,543 3,231 5,809 2,826 11,417 10,211 12,587 5,833 6,446 16,389 4,878 113,404

MLPN 32 18 0 110 32 25 10 34 100 26 0 0 387

MOO 14,745 15,275 13,543 4,821 9,145 6,773 4,874 10,755 6,925 4,655 1,828 2,695 96,034

SIL 3,421 3,410 11,128 9,699 14,540 6,554 6,294 9,499 7,947 4,150 1,363 2,549 80,554

SKYY

SLX 1,443 758 847 563 507 272 189 359 900 542 236 220 6,836

SMH 72,919 44,954 59,686 76,828 85,365 63,143 46,051 84,575 0 0 0 1 533,522

SOXX 788 381 997 666 360 569 287 612 837 262 81,779 4,147 91,685

SWH 1 102 40 32 20 40 124 294 74 60 0 50 837

TAN 2,514 1,995 3,754 1,713 431 702 504 644 1,226 1,243 219 722 15,667

VNQ 2,960 1,890 2,449 1,460 2,319 2,112 1,735 3,040 1,156 1,832 2,396 2,598 25,947

XBI 1,036 947 1,255 1,722 1,725 3,453 1,824 3,779 815 607 632 334 18,129

Page 103

23 97 103 27 218 33 501


DOMESTIC SECTOR (Continued) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

XES 554 894 1,465 916 636 1,539 402 3,351 859 1,830 1,363 697 14,506

CBOE HOLDINGS, INC.

XHB 63,944 29,901 31,387 14,312 14,399 34,990 12,544 20,869 45,975 23,568 20,879 20,371 333,139

XLB 114,520 59,864 98,392 104,621 112,930 129,634 57,222 135,274 111,832 128,402 88,572 71,433 1,212,696

XLE 211,870 200,093 216,814 234,283 409,584 314,240 211,213 408,437 245,090 296,965 251,702 175,170 3,175,461

XLF 551,040 641,122 776,692 563,474 622,901 641,523 677,441 1,797,496 1,009,721 1,309,433 1,028,541 1,077,450 10,696,834

XLI 69,526 90,817 147,217 196,449 129,744 116,437 136,658 167,376 144,907 120,890 118,199 125,468 1,563,688

XLK 163,871 91,082 80,490 28,794 69,279 60,522 81,952 98,992 47,568 79,093 44,919 46,840 893,402

XLP 34,725 12,425 9,836 16,887 22,084 55,261 29,922 41,717 23,438 30,537 33,047 28,793 338,672

XLU 27,737 25,253 39,078 29,719 35,673 44,077 21,697 76,481 41,149 46,232 43,510 34,043 464,649

Page 104

XLV 33,780 28,951 30,765 30,073 39,562 113,125 71,595 102,505 57,076 23,073 47,943 16,360 594,808

XLY 49,066 45,786 42,526 31,899 20,191 45,683 47,361 74,399 56,747 60,324 36,957 27,691 538,630

XME 49,510 74,483 75,249 64,955 53,412 61,581 42,532 74,917 51,172 33,987 40,275 40,722 662,795

XOP 9,684 19,766 15,631 10,645 25,848 25,122 33,077 79,077 58,856 40,406 32,840 23,331 374,283

XRT 113,255 80,616 98,539 94,872 60,483 116,795 59,938 191,310 158,145 104,656 186,417 81,882 1,346,908

XSD 2 2 1

5


DOMESTIC BROAD-BASED Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

DVY 347 1,152 1,879 608 1,089 1,880 2,763 8,594 2,103 5,174 6,979 5,596 38,164

IJH 1,483 2,087 2,570 2,261 2,445 2,208 2,514 6,701 2,585 1,349 1,142 2,552 29,897

IJR 872 1,260 1,191 909 1,696 2,067 1,493 1,772 1,197 1,033 1,422 1,050 15,962

IJS 532 372 1,256 598 845 1,455 545 1,231 701 749 1,407 291 9,982

IVV 2,310 1,003 8,260 3,143 945 1,748 892 3,665 1,316 2,334 1,623 1,070 28,309

IWC 838 4,023 4,048 851 613 672 870 740 655 519 423 201 14,453

IWN 983 914 771 1,230 1,444 1,306 758 2,114 1,907 1,350 984 781 14,542

IWO 6,925 2,287 1,985 774 8,345 1,787 2,386 4,563 1,771 2,250 2,198 920 36,191

IWP 20 233


PBP 2

RWL 484 975 0 539 0 30 30 0 13 40 0 0 2,111

SCHA 139 63 146 113 107 235 114 456 208 224 160 3 1,968

SCHB 52 33 39 40 24 69 202 676 111 67 285 6 1,604

SCHC 3 74 74 42 44 64 1 310 312 2 25 55 1,006

SCHG 10 0 114 0 1 57 74 19 40 0 0 0 315

SCHV 3 1 20 95 93 120 165 110 118 51 30 13 819

SCHX 14 72 0 30 68 25 70 1,049 245 20 77 11 1,681

2

CBOE HOLDINGS, INC.

Page 105

IWV 671 1,078 1,154 513 997 603 486 2,454 889 736 215 238 10,034

IYY 83 1 6

253

IWR 1,938 1,951 4,117 2,978 3,832 2,382 1,492 5,073 1,455 2,422 1,676 455 29,771

SDY 161 299 713 347 475 1,054 486 2,770 1,074 1,716 2,886 1,722 13,703

VXX 933,938 733,197 635,715 570,724 520,717 744,790 623,955 1,111,819 751,287 403,699 328,105 299,580 7,657,526

VXZ 8,637 4,393 7,486 1,913 2,040 1,354 1,550 1,959 290 265 177 298 30,362

VIIX

90

394 2,693 3,366 3,127 3,658 728 727 661 844 16,198

MDY 35,429 14,981 40,305 30,341 15,269 18,466 12,749 26,482 11,903 14,422 12,496 11,864 244,707

OEF 764 864 1,234 219 510 2,242 374 2,306 2,164 3,326 813 2,538 17,354

VIXM 38 62 33 120 56 24 208 436 81 363 53 114 1,588

VIXY 166 553 1,743 7,935 7,344 7,879 7,996 9,239 1,960 1,690 1,310 1,683 49,498


FOREIGN Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

ACWI

1 8 8 88 105



CROP

102

BRF 1,352 843 1,565 1,367 838 1,264 326 1,175 503 961 738 742 11,674

EWG 2,983 1,436 2,963 3,166 4,681 2,539 3,313 11,478 20,757 21,049 18,843 12,353 105,561

EWH 11,848 7,255 19,972 13,376 3,888 6,084 3,874 7,663 62,095 10,418 25,737 7,728 179,938

EWI 765 1,153 952 421 458 5,279 6,785 11,520 5,686 2,136 4,867 2,661 42,683

EWJ 146,485 56,000 574,049 168,648 43,151 61,875 73,849 77,314 38,389 20,150 21,877 40,672 1,322,459

EWL

GUR 174 49 166 445 335 324 130 208 133 117 67 47 2,195

GXC 345 317 302 753 947 2,088 499 344 432 164 141 289 6,621

HAO 1,742 182 37 1,123 209 539 91 437 120 316 23 59 4,878

IEV 342 185 845 564 501 537 429 829 829 559 781 592 6,993

CBOE HOLDINGS, INC.

BKF 81 21

122 72 38 69 87 141 18 0 547

DEM

EEB 407 752 227 359 373 219 177 970 597 212 373 69 4,735

EEM 1,289,201 1,056,682 1,364,599 715,834 888,145 832,538 755,841 1,300,775 747,000 994,980 728,400 314,111 10,988,106

EFA 88,790 111,591 236,470 189,805 133,031 213,806 135,851 274,605 236,295 524,421 145,072 101,372 2,391,109

ELD

18 20 38

ECH 1,204 632 609 562 1,017 1,016 256 552 279 261 171 178 6,737

31 65 225 217 538

EWM 1,024 6,198 1,086 1,826 684 1,596 487 5,676 2,607 1,372 508 402 23,466

EWP 6,056 6,178 4,417 2,636 3,407 6,598 4,381 9,904 12,458 12,288 6,595 3,882 78,800

EWS 302 275 301 535 1,937 483 644 694 830 580 416 247 7,244

EWT 13,968 3,777 9,551 11,826 8,477 23,127 16,483 10,221 10,127 6,587 20,370 13,259 147,773

ILF 539 465 908 939 1,364 1,306 590 1,949 1,170 509 180 561 10,480

INP 1,835 2,455 3,907 1,254 1,166 1,366 563 673 235 291 589 253 14,587

PGJ 57 24 210 105 528 279 70 60 46 31 6 7 1,423

PIE

PIN 1,030 1,856 643 1,457 109 249 42 258 112 200 62 17 6,035

176 298 475 407 303 1,659

DGS

52 107 1 30 190

Page 106

27 93 120

EPI 2,882 3,557 2,337 1,153 2,570 627 1,717 1,787 897 1,680 2,505 1,721 23,433

EPP 501 485 1,778 1,539 1,862 2,592 671 2,440 504 1,041 1,788 285 15,486

EPU 175 1,093 10,892 18,114 44,587 4,865 3,081 615 359 671 103 84,555

EWW 21,397 16,247 17,432 8,361 9,619 10,403 9,439 15,317 20,030 8,585 17,543 3,693 158,066

EWY 10,511 15,883 31,375 22,616 17,696 21,812 11,911 19,194 15,205 19,590 10,568 7,400 203,761

EWZ 270,541 266,792 263,073 181,516 222,745 293,191 264,675 386,812 281,646 197,736 129,748 136,871 2,895,346

EZA 502 350 505 740 890 407 1,031 1,199 1,020 509 517 311 7,981

EZU 2 0 21 2 0 0 30 139 168 72 240 1,087 1,761

RSX 37,522 20,392 18,197 19,586 32,300 19,381 15,612 75,251 22,964 13,616 13,485 22,466 310,772

SCHE 88 87 246 47 90 91 51 609 718 234 72 54 2,387

SCHF 10 5 72 154 165 208 7 317 342 52 323 6 1,661

VWO 9,879 6,434 7,828 2,955 5,739 4,582 3,858 4,356 17,195 3,767 3,796 2,745 73,134

YAO 132 35 0 35 36 5 0 109 103 251 103 501 1,310

EWA 3,924 5,223 4,078 8,067 2,696 2,291 10,950 6,360 2,876 5,485 2,251 4,701 58,902

EWC 1,073 1,260 3,255 2,469 1,704 5,537 1,420 4,846 5,076 5,776 4,170 1,165 37,751

FEZ 5

FXI 237,305 356,446 152,225 132,417 195,797 251,024 172,044 343,615 176,698 304,288 267,196 188,645 2,777,700

5


COMMODITY POOLS Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

BAL

490 1,486 2,048 2,187 1,513 538 837 364 255 187 9,905

75 159 1,236 1,222 883 591 671 4,837

100 100


DGL 660 102 279 229 213 271 220 878 421 412 74 424 4,183

DJP 1,220 1,490 7,813 1,581 1,767 706 1,128 411 530 757 257 182 17,842

FXC 6,205 6,775 10,381 14,048 34,579 29,310 2,279 26,090 3,579 4,143 2,777 2,375 142,541


RJN 8 38 80 95 54 21 50 31 5 48 28 110 568

SCO 1,151 2,398 3,683 3,170 5,237 3,679 2,141 7,313 1,964 2,524 3,458 5,020 41,738

SGG

CBOE HOLDINGS, INC.

BNO

CCX

CRUD

CZI

CZM

739

CORN 1,209 2,731 5,162 3,772 3,884 8,730 7,142 5,577 6,523 2,604 1,207 926 49,467

COW 2,760 7,515 2,668 1,194 838 930 714 184 870 846 97 76 18,692

DBA 48,033 54,897 59,082 58,022 25,012 31,333 43,968 25,877 37,831 23,482 26,723 18,389 452,649

DBB 3,853 1,703 3,180 6,256 1,077 1,350 1,543 1,209 1,233 4,209 593 500 26,706

DBC 14,103 8,623 10,071 9,021 11,051 11,062 5,278 7,643 11,658 9,692 5,232 5,413 108,847

DBE 750 1,642 1,691 1,351 831 2,328 258 409 2,380 232 394 84 12,350

DBO 1,662 6,507 7,563 4,093 6,754 1,723 913 5,207 2,063 1,435 603 804 39,327

DBP 564 584 387 1,025 2,003 464 1,004 450 809 268 57 208 7,823

DBS 617 1,132 1,611 3,323 3,917 1,230 668 554 1,166 352 291 82 14,943

80 75

424 315

1,456

155

FXF

GCC 30 142 290 131 419 166 287 190 204 72 8 29 1,968

GLD 1,016,744 854,865 1,036,063 1,044,580 1,030,689 938,392 964,285 2,124,152 1,565,388 870,543 837,748 970,959 13,254,408

GRU

196 196 59 443 253 51 28 53 1,279

GSG 7,670 1,043 2,588 473 2,514 442 597 2,034 4,200 4,432 1,670 337 28,000

IAU 6,739 3,282 3,101 7,166 5,077 3,681 6,464 45,011 27,755 14,658 13,194 8,337 144,465

JJC 3,815 3,730 5,327 1,515 4,876 2,172 1,454 1,540 2,193 3,803 1,141 760 32,326

OIL 1,791 6,655 10,784 2,588 4,931 2,721 2,780 5,640 1,948 2,817 2,873 4,806 50,334

PTM

2,753 5,669 664 421 3,356 12,863

GAZ 345 305 870 776 358 243 53 400 261 131 290 39 4,071

101 56 68 409 325 168 181 102 1,410

RJA 2,837 6,542 4,637 2,508 2,732 2,599 2,766 1,875 2,888 432 748 727 31,291

RJI 165 449 387 373 310 148 164 534 239 163 3 25 2,960

SGOL 3,002 1,478 1,035 589 2,208 606 1,354 3,184 1,030 1,003 779 1,024 17,292

SIVR 1,087 1,159 3,737 10,806 8,472 3,872 2,157 4,124 2,613 1,101 2,219 1,144 42,491

SLV 670,672 1,269,676 1,065,796 2,591,168 3,432,771 932,292 815,490 1,089,562 1,086,167 630,433 522,993 582,091 14,689,111

UGA 875 1,966 2,892 1,592 16,649 3,375 1,917 2,009 1,455 1,159 1,386 500 35,775

UNG 300,118 389,639 295,202 173,544 154,928 168,550 101,234 153,643 105,800 110,616 129,397 114,852 2,197,523

URA 1,757 2,312 9,003 2,551 2,067 2,444 1,613 1,939 863 1,249 440 674 26,912

USL 271 615 741 272 109 133 72 2,032 137 126 68 25 4,601

USO 310,555 580,089 725,819 363,328 528,890 403,307 191,918 484,836 313,099 306,722 312,888 287,259 4,808,710

YANG

YINN

79 76 164 49 94 65

178 444 181 2 76 1

527

882

90 26 254 132 30 373 222 329

27 229 128 397 612 779 713 463 343 121 198 4,010

Page 107


LEVERAGED & INVERSE Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

AGQ 8,837 8,838 11,800 30,768 33,426 11,502 10,367 14,715 15,458 13,909 11,953 15,470 187,043

BGU 7,547 11,410 15,448 11,261 7,156 7,186 11,045 16,663 11,119 13,634 11,234 6,503 130,206

BGZ 13,702 14,770 9,754 5,921 7,491 13,676 8,199 24,201 11,994 24,073 13,053 7,250 154,084

BZQ 88 244 149 70 145 200 135 1,411 1,163 252 64 72 3,993

CSM 95 42 96 94 77 486 165 338 202 100 5 49 1,749

DDM 2,247 1,058 4,459 2,463 2,949 3,172 3,373 5,126 2,467 3,259 3,551 1,909 36,033

DIG 8,990 11,968 11,253 7,537 7,889 8,018 8,243 12,836 6,262 7,451 6,089 4,362 100,898

DNO 596 1,160 769 214 730 341 178 1,006 212 301 181 123 5,811

DOG 547 566 2,886 1,133 764 1,541 637 2,722 1,710 1,351 590 1,017 15,464

DPK 116 130 534 239 729 576 338 1,392 1,262 338 669 365 6,688

DRN 1,763 2,084 1,622 2,258 1,441 3,334 2,202 3,413 2,200 2,149 1,170 921 24,557

DRV 1,369 1,321 596 483 427 777 852 2,914 590 1,438 789 209 11,765

DUG 2,477 4,201 6,191 3,662 6,532 6,197 4,306 6,720 3,031 6,238 4,546 3,053 57,154

DUST 881 939 733 576 565 430 659 3,869 1,992 88 840 1,878 13,450

DXD 8,278 7,266 11,551 5,883 8,254 10,499 8,840 21,821 24,226 23,605 16,385 9,407 156,015

DZK 372 437 810 488 931 497 189 362 557 1,265 572 387 6,867


EDC 8,821 10,088 16,984 9,832 9,972 10,044 8,754 16,391 9,525 9,432 3,929 2,754 116,526

EDZ 4,706 8,122 8,366 7,335 5,156 5,946 6,449 20,193 12,827 8,288 6,279 5,618 99,285

EET 659 381 377 634 986 539 280 478 521 169 203 68 5,295

EEV 711 2,575 2,757 325 824 1,768 1,250 4,846 4,196 1,182 1,238 436 22,108

EFU 51 10 187 104 66 55 0 362 491 255 145 256 1,982

EPV 608 231 514 423 821 763 489 599 1,439 1,516 2,440 2,408 12,251

ERX 15,930 19,963 24,358 20,829 30,424 26,509 25,605 40,225 32,353 30,329 28,932 24,555 320,012

ERY 1,344 2,340 3,493 6,130 5,214 4,161 5,281 8,737 6,960 8,296 32,933 9,621 94,510

EUO 15,853 9,566 8,821 9,176 16,507 18,859 26,452 32,256 61,070 47,521 42,824 21,979 310,884

EWV

FAZ 157,096 133,773 95,337 66,925 100,136 117,733 82,468 174,799 95,075 112,432 112,351 107,451 1,355,576

FXP 1,342 1,697 2,619 1,545 1,639 6,197 1,708 6,495 5,926 7,337 5,574 2,370 44,449

GLL 3,212 1,674 1,082 1,497 3,965 1,060 2,864 23,464 16,843 7,160 3,271 5,593 71,685

HDGE

LBJ

614

FAS 292,678 230,060 285,268 230,665 173,856 234,523 198,675 389,357 294,515 391,255 205,747 98,751 3,025,350

74 293 2,164 636 3,167

190 279 415 662 388 448 656 1,295 4,333


LHB

MWJ 604 648 1,013 618 587 970 565 1,055 329 1,191 940 711 9,231

MWN 252 188 1,001 204 332 95 262 1,185 1,068 732 180 264 5,763

MZZ 66 114 639 196 83 614 62 642 664 306 185 28 3,599

NUGT 376 624 346 606 708 179 1,381 1,555 2,556 616 983 1,243 11,173

PSQ 338 290 948 704 319 474 774 1,351 1,837 1,208 98 73 8,414

PST 572 1,012 1,298 2,050 768 728 703 1,925 1,366 343 93 135 10,993

QID 38,017 30,180 33,106 19,193 15,789 24,844 20,394 36,401 20,501 15,125 10,490 9,606 273,646

QLD 28,612 20,998 30,191 19,099 22,621 28,659 15,272 29,009 13,433 12,401 12,515 9,499 242,309

REW 13 158 586 326 466 922 919 285 1,010 160 119 280 5,244

ROM 582 814 667 527 601 235 342 638 283 98 274 253 5,314

RSU 102 72 64 68 134 70 159 251 84 198 40 50 1,292

RSW

RUSL

RUSS

25 142 147 94 90 255 598 602 1,048 2,231 115 5,347

44 621 665

1 135 136

125 21 40 260 113 34 16 58 667

CBOE HOLDINGS, INC.

Page 108

97 90 6 124 177 120

RWM 763 771 1,197 784 941 2,113 1,188 3,371 3,289 2,676 1,630 843 19,566


LEVERAGED & INVERSE (Continued) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

SAA 47 196 462 688 190 492 1,165 804 397 167 122 78 4,808

SDS 147,164 158,149 229,977 121,278 118,218 163,578 165,453 307,195 255,998 279,611 291,012 196,549 2,434,182

SH 4,589 2,440 10,108 4,405 1,553 6,404 2,855 18,342 10,854 8,458 8,346 3,813 82,167

SIJ 71 17 265 231 14 191 387 231 255 266 119 273 2,320

SKF 8,914 4,085 8,188 3,219 3,906 7,192 5,617 17,176 9,953 13,967 5,556 4,984 92,757

SMN 1,493 957 1,039 770 580 1,309 407 1,577 1,854 1,684 1,649 903 14,222

SPXU 8,131 9,912 22,781 7,921 11,097 17,635 13,210 54,186 41,252 63,008 66,163 29,674 344,970

SQQQ 1,535 1,801 7,054 4,155 3,827 3,742 3,049 8,533 4,094 6,286 4,319 2,620 51,015

SRS 3,121 2,291 2,646 913 3,945 9,503 4,495 12,538 8,016 7,046 2,433 1,432 58,379

SSG 20 66 980 350 106 193 180 1,018 164 47 61 111 3,296

SSO 86,871 70,341 105,432 68,804 103,440 124,292 83,731 143,753 76,519 96,339 104,871 81,659 1,146,052

TBF 2,943 2,603 2,226 1,531 855 3,543 886 2,965 2,814 2,744 1,403 741 25,254

TBT 262,582 420,599 275,731 272,133 189,059 206,148 215,881 449,263 304,990 217,831 167,520 164,119 3,145,856

TMF 861 987 2,855 1,276 1,064 1,132 715 2,627 1,711 1,534 1,327 698 16,787

TMV 6,052 8,431 10,695 7,977 5,887 4,479 6,075 21,434 9,735 7,980 2,477 3,385 94,607

TNA 33,564 29,689 44,135 32,672 37,025 51,720 45,222 110,509 74,583 87,111 82,230 71,634 700,094


TQQQ 1,247 724 3,397 4,974 2,059 2,327 1,862 2,328 1,456 4,067 2,072 3,212 29,725

TWM 5,346 7,797 5,712 2,992 4,128 6,226 4,008 5,900 4,429 4,264 3,772 4,080 58,654

TYD 280 829 1,068 239 589 349 302 1,232 970 492 125 204 6,679

TYH 5,481 5,725 6,834 4,193 2,049 3,289 4,078 4,393 2,873 4,593 4,293 2,785 50,586

TYO 914 657 329 4,268 1,263 1,065 960 936 1,002 421 71 52 11,938

TYP 355 534 1,058 1,115 641 774 1,008 1,188 384 1,122 978 727 9,884

TZA 114,839 96,070 86,364 66,646 85,034 159,079 119,208 144,014 97,336 119,134 95,340 100,160 1,283,224

UBT 841 1,083 656 678 706 667 1,194 2,160 1,352 414 423 77 10,251

UCO 64,444 109,144 67,217 40,238 31,608 33,885 29,415 58,242 47,851 14,590 13,315 11,276 521,225

UGL 2,771 2,895 2,788 6,071 5,877 2,729 3,389 7,632 4,231 1,401 1,117 1,305 42,206

UPRO 1,883 1,972 8,863 7,785 5,058 3,012 3,157 5,487 2,801 5,412 3,674 3,524 52,628

URE 1,969 2,490 2,492 2,027 2,214 2,887 1,541 2,185 1,324 751 626 1,507 22,013

USD 864 449 196 263 140 506 250 311 330 68 114 50 3,541

UWM 6,208 4,120 9,471 5,747 5,214 4,535 5,484 5,717 3,033 5,469 3,133 2,943 61,074

UXI 18 51 18 255 76 305 88 149 112 26 31 13 1,142

UYG 22,210 18,292 17,839 11,675 10,867 14,098 9,001 24,570 12,398 11,434 8,679 6,246 167,309


UYM 5,191 4,908 7,823 5,496 7,153 6,136 3,178 8,755 3,933 4,347 3,807 3,289 64,016

XPP 1,204 803 1,682 542 691 665 454 638 362 555 321 196 8,113

YCS

ZSL 15,546 9,293 19,697 42,057 153,740 35,602 27,741 31,833 30,342 19,651 22,647 27,275 435,424

CBOE HOLDINGS, INC.

555 8,853 4,029 1,451 2,835 2,435 2,449 2,233 641 514 25,995

Page 109


CURRENCY Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

CEW 76 35 59 49

219

CYB 1,484 379 672 2,103 999 2,085 1,148 458 267 760 1,029 815 12,199

DBV 16 42 183 612 249 20 23 44 40 48 620 1,113 3,010

FXA 3,192 1,676 5,328 10,601 8,992 11,138 8,792 15,592 32,056 35,626 11,561 17,437 161,991

FXB 4,405 4,062 1,998 2,439 2,309 3,248 2,309 1,420 1,447 1,524 727 923 26,811

FXE 84,247 35,848 46,845 55,125 108,550 121,120 107,155 120,023 180,823 180,763 137,770 126,821 1,305,090

FXY 9,586 12,960 38,025 13,417 12,763 10,374 6,458 18,667 26,985 48,843 11,532 7,419 217,029

UDN 522 472 1,046 1,769 1,614 1,269 823 1,070 667 274 131 610 10,267

UUP 81,924 68,786 95,764 174,715 242,929 174,073 94,827 190,325 293,325 207,184 150,639 104,663 1,879,154

FIXED INCOME Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

ALD

EMB

1

BWX 1,591 1,954 373 700 602 323 252 596 299 431 533 596 8,250


PFF 2,537 972 481 401 236 161 660 2,251 1,765 1,210 751 769 12,194

PGF 207 92 67 608 12 447 530 1,143 841 386 837 358 5,528

1

CBOE HOLDINGS, INC.

35 311 97 443

HYG 2,291 2,437 7,707 1,324 1,097 14,705 3,028 11,863 10,847 10,630 7,026 4,767 77,722

IEF 2,868 6,731 4,948 10,622 3,269 2,657 2,140 6,517 4,764 3,049 1,675 1,935 51,175

IEI 120 16 5 40 37 9 15 171 150 211 65 20 859

JNK 2,210 3,166 5,612 1,315 1,280 10,376 4,955 13,342 11,600 19,102 8,488 4,429 85,875

LQD 7,010 1,551 3,113 1,194 1,108 5,822 2,000 2,036 1,791 3,262 11,281 1,953 42,121

PGX 26

PHB 50 36 116 31

SCHP 225 88 260 313 9 24 1 30

SCHR

2 3

SCHO 140 60 50

950

158

SHY 475 1,742 770 71 313 76 5,900 1,374 321 63 34 18 11,157

31

20 17 32 295 20 617

5 10 165

430

27 20 13 5 21 72

Page 110

MUB

225 786 718 403 566 2,698

SJB

110 214 386 371 277 324 218 343 2,243

PCEF 196 148 85 216 13 65 122 356 110 85 19 79 1,494

PCY 205 119 2,471 183 310 198 138 486 1,227 422 367 274 6,400

TIP 639 2,049 3,752 1,689 1,884 797 1,125 2,483 804 510 923 701 17,356

TLT 122,806 120,326 149,781 110,206 129,807 124,173 100,454 335,326 230,060 156,825 126,624 143,546 1,849,934


CBOE INTEREST RATE OPTIONS - 2011 In 2011, the Chicago Board Options Exchange traded options on four interest rate measures---IRX, FVX, TNX and TYX. IRX is based on 10 times the discount rate of the most recently auctioned 13-week U.S. Treasury Bill. FVX, TNX and TYX are based on 10 times the yield-to-maturity on the most recently auctioned 5-year Treasury note, 10-year Treasury note and 30-year Treasury bond, respectively.

Total Interest Rate Options Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call

Contract Volume Put 1 0 8 0

9

0

Total

Average Daily Volume 1 0 8 0

9

0

Total Interest Rate Options Open Interest and Dollar Volume


CBOE HOLDINGS, INC.

Open Interest in Contracts Call Put Total 48 1 49 40 1 41 0 0 0

--

--

--

Call $140 $850 $0

Dollar Volume Put $0 $0 $0

Total $140 $850 $0

$990

$0

$990

Page 111


Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Average Premium Per Contract Call Put Total $140 $0 $140 $106 $0 $106 $0 $0 $0

$110

$0

$110

Average Contracts Per Trade Call Put Total 1 0 1 3 0 3 0 0 0

2

Page 112

0

2

Transactions Call Put 1 0 3 0 0 0

4

0

Total 1 3 0

4


TNX Options Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Contract Volume Call Put 1 0 8 0 0 0

9

0

Total

Average Daily Volume 1 0 8 0 0 0

9

0

Call $140 $850 $0

Dollar Volume Put $0 $0 $0

TNX Options Open Interest and Dollar Volume


CBOE HOLDINGS, INC.

Open Interest in Contracts Call Put Total 48 1 49 40 1 41 0 0 0

Page 113

Total $140 $850 $0


TNX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Average Premium Per Contract Call Put Total $140 $0 $140 $106 $0 $106 $0 $0 $0

$110

$0

$110

Average Contracts Per Trade Call Put 1 0 3 0 0 0

2

Page 114

0

Total 1 3 0

2

Transactions Call Put 1 0 3 0 0 0

4

0

Total 1 3 0

4


CREDIT OPTIONS - 2011 In 2007, CBOE became the first U.S. exchange to list credit default options. These options, known as “Credit Event Binary Options” or “CEBOs,” have been designed to pay fixed cash amounts in the case of a “credit event” such as a default, bankruptcy or failure to pay on a debt obligation.

Single-Name CEBOs are options that pay a fixed amount—$1,000 per contract—in the case where a credit event on an individual issuer or guarantor of debt securities is declared prior to the option's expiration. If there is no credit event declared before expiration, the option pays nothing.

Total Single-Name CEBOs Contract Volume, Dollar Volume and Transactions Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Contract Volume 0 0 0 0 7 10 53 10 40 0 2 0 122

CBOE HOLDINGS, INC.

Dollar Volume $0 $0 $0 $0 $550 $700 $3,650 $1,550 $5,000 $0 $480 $0 $11,930

Transactions 0 0 0 0 3 1 2 2 2 0 2 0 12

Open Interest

5 15 68 68 108 108 108 108 ---

Page 115


C2 TRADING ACTIVITY - 2011 Total C2 Options Trading Summary Call No. of Contracts Average Daily Volume Dollar Volume Open Interest Transactions

Month

Trading Days


20 19 23 20 21 22 20 23 21 21 21 21 252

CBOE HOLDINGS, INC.

25,140,382 99,763 $4,053,703,505 118,413,756 1,695,881

Call 1,632,880 1,436,547 2,036,729 1,722,738 1,849,377 2,094,217 1,896,413 3,301,303 2,307,310 2,753,593 2,179,980 1,929,295 25,140,382

Put 27,678,234 109,834 $3,906,027,066 103,713,612 1,431,930


Total 52,818,616 209,598 $7,959,730,571 222,127,368 3,127,811

Total 3,120,167 2,826,654 4,126,710 3,491,730 3,915,423 4,639,709 4,402,308 7,148,635 4,800,505 5,628,132 4,836,046 3,882,597 52,818,616

Average Daily Total 156,008 148,771 179,422 174,587 186,449 210,896 220,115 310,810 228,595 268,006 230,288 184,886 209,598

Page 116

Call 93,309,799 105,338,852 113,689,616 114,375,767 114,237,223 116,724,743 118,741,410 129,935,827 127,226,676 124,842,723 125,376,666 118,413,756 --


Total 177,078,438 198,973,764 214,989,361 218,095,419 221,453,066 225,469,354 229,853,270 253,969,335 248,510,655 238,602,746 241,876,374 222,127,368 --

Total Dollar Volume $441,072,310 $336,399,733 $472,493,618 $375,276,727 $438,216,268 $540,738,899 $561,422,221 $1,262,689,145 $910,942,312 $1,181,303,348 $873,722,860 $565,453,130 $7,959,730,571


Total C2 Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call $165 $138 $124 $119 $112 $118 $147 $173 $200 $227 $205 $151 $161


Call 11 13 15 16 16 18 18 17 16 14 14 13 15


Call 154,904 114,040 140,324 110,197 116,535 114,265 102,923 190,343 147,650 198,198 155,237 151,265 1,695,881


Total 272,526 198,293 250,614 194,837 216,041 217,504 189,651 374,997 280,480 364,469 291,429 276,970 3,127,811

Total C2 Options Contract Volume - All Options


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

CBOE HOLDINGS, INC.

Total Volume 3,120,167 2,826,654 4,126,710 3,491,730 3,915,423 4,639,709 4,402,308 7,148,635 4,800,505 5,628,132 4,836,046 3,882,597 52,818,616

Equity Volume 1,729,207 1,431,521 1,725,969 1,502,697 1,342,470 1,233,765 1,211,472 2,212,628 1,421,086 2,110,354 1,604,586 1,706,134 19,231,889

ETF Volume 1,390,960 1,395,133 2,400,741 1,989,033 2,572,953 3,405,944 3,190,836 4,936,007 3,379,419 3,417,496 3,120,915 2,071,004 33,270,441

Index Volume

100,282 110,545 105,459 316,286

Page 117


C2 EQUITY OPTIONS - 2011 C2 Equity Options Contract Volume During 2011, 19.2 million equity contracts were traded on the C2, representing options on 1.9 billion shares of underlying stock. Contract Volume Trading Month Days Call Put Total Jan 20 1,080,121 649,086 1,729,207 Feb 19 900,438 531,083 1,431,521 Mar 23 1,034,037 691,932 1,725,969 Apr 20 933,699 568,998 1,502,697 May 21 781,394 561,076 1,342,470 Jun 22 707,820 525,945 1,233,765 Jul 20 715,646 495,826 1,211,472 Aug 23 1,162,890 1,049,738 2,212,628 Sep 21 796,977 624,109 1,421,086 Oct 21 1,200,703 909,651 2,110,354 Nov 21 938,889 665,697 1,604,586 Dec 21 1,010,720 695,414 1,706,134 Total 252 11,263,334 7,968,555 19,231,889


C2 Equity Options Open Interest and Dollar Volume Open interest represents the number of outstanding options contracts at any point in time. It is the total number of options which have been purchased but not liquidated in the secondary market, exercised or expired. At year-end 2011, open interest in equity options on C2 was 152,058,318 contracts. Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Call 72,222,195 79,915,293 85,959,448 86,206,561 84,700,765 86,105,445 88,026,525 91,353,525 89,979,979 89,301,762 89,875,531 87,871,687 --

CBOE HOLDINGS, INC.


Total 121,027,225 134,542,729 146,258,045 147,347,500 146,712,047 149,073,767 152,196,106 159,680,990 158,435,935 155,361,017 157,020,083 152,058,318 --

Call $208,227,510 $139,743,024 $146,400,517 $119,457,393 $88,631,429 $98,333,608 $120,754,765 $183,636,779 $166,782,767 $247,845,224 $182,832,735 $161,391,160 $1,864,036,911


Page 118

Total $300,482,012 $206,499,001 $231,767,780 $188,736,607 $153,188,254 $172,081,445 $183,991,964 $371,958,493 $290,604,080 $414,689,758 $317,149,758 $269,473,391 $3,100,622,543


C2 Equity Options Average Premium Per Contract, Average Contracts Per Trade and Transactions



CBOE HOLDINGS, INC.

Call 9 12 12 13 12 11 12 13 11 10 9 9 11


Page 119

Total 9 12 12 13 12 11 12 13 11 11 9 9 11

Call 113,778 78,084 85,432 70,159 63,932 61,780 60,687 92,319 73,936 115,892 102,112 107,929 1,026,040


Total 184,051 123,104 139,350 113,791 109,079 107,305 101,866 171,288 128,692 198,856 178,457 185,088 1,740,927


C2 Equity Options Volume (Includes LEAPS)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64

Standard Symbol ABT ANF ATVI ADBE AMD AET AFL A AEM ARG AKS AKAM AA ACL ALL ANR MO AMZN AMED ACAS AXP AIG AMGN AMR AMLN APC NLY APA APOL AAPL AMAT MT ACI ADM ARNA AGO APWR T ATPG ADSK BIDU BHI BBD BAC BK ABX BAX BBT BBBY BRKB BBY BHP BCRX BA BSX BP BMY BRCM BRCD BUCY COF CAT CELG CTIC

Contract Volume Total Call Put 38,459 21,551 16,908 28,422 15,033 13,389 7,104 5,066 2,038 22,174 12,126 10,048 35,858 24,936 10,922 12,081 6,708 5,373 16,497 8,454 8,043 10,063 6,189 3,874 26,226 17,988 8,238 6,986 4,368 2,618 40,341 27,062 13,279 56,767 39,116 17,651 163,549 107,810 55,739 420 177 243 9,851 6,091 3,760 45,194 26,060 19,134 29,843 15,104 14,739 193,813 102,073 91,740 3,033 1,978 1,055 6,528 4,787 1,741 51,301 27,260 24,041 62,496 38,274 24,222 30,294 17,655 12,639 65,241 38,134 27,107 5,731 3,820 1,911 38,614 21,099 17,515 46,270 23,180 23,090 33,006 19,033 13,973 22,517 11,127 11,390 1,104,428 680,934 423,494 16,848 9,551 7,297 25,484 15,775 9,709 22,044 12,765 9,279 29,134 17,780 11,354 4,155 3,455 700 15,070 9,668 5,402 531 334 197 171,284 93,507 77,777 31,073 18,801 12,272 9,811 5,559 4,252 180,075 107,296 72,779 26,585 15,506 11,079 2,628 1,353 1,275 2,259,194 1,207,904 1,051,290 15,089 7,518 7,571 98,261 58,220 40,041 10,723 5,695 5,028 13,475 7,860 5,615 13,025 7,355 5,670 40,626 19,864 20,762 66,025 40,210 25,815 30,020 13,958 16,062 648 633 15 53,644 29,317 24,327 6,778 4,143 2,635 104,393 60,488 43,905 33,571 21,134 12,437 49,452 30,845 18,607 20,459 15,177 5,282 1,534 1,022 512 20,795 9,755 11,040 207,110 116,035 91,075 24,866 16,639 8,227 989 979 10

Stock Abbott Laboratories Abercrombie & Fitch Company Activision, Inc. Adobe Systems, Inc. Advanced Micro Devices, Inc. Aetna, Inc. AFLAC Incorporated Agilent Technologies, Corporation Agnico-Eagle Mines Ltd. Airgas, Inc. AK Steel Holding Corporation Akamai Technologies, Inc ALCOA, Inc. Alcon, Inc. Allstate Corporation (The) Alpha Natural Resources, Inc. Altria Group, Inc. Amazon.Com, Inc. Amedisys, Inc. American Capital Strategies, Ltd. American Express Company American International Group, Inc. Amgen, Inc. AMR Corporation Amylin Pharmaceuticals, Inc. Anadarko Petroleum Corporation Annaly Mortgage Management, Inc. Apache Corporation Apollo Group, Inc. Apple Computer, Inc. Applied Materials, Inc. Arcelor Mittal Arch Coal, Inc Archer-Daniels-Midland Company Arena Pharmaceuticals, Inc. Assured Guaranty Ltd. AstroPower, Inc. AT&T Corporation ATP Oil & Gas Corporation Autodesk, Inc. Baidu, Inc. ADS Baker Hughes Incorporated Banco Bradesco Bank of America Corporation Bank of New York Company, Inc. (The) Barrick Gold Corporation Baxter International, Inc. BB&T Corporation Bed Bath & Beyond, Inc. Berkshire Hathaway, Inc. Best Buy Co., Inc. BHP Billiton Limited Biocryst Pharmaceuticals, Inc. Boeing Company (The) Boston Scientific Corporation BP p.l.c. Bristol-Myers Squibb Company Broadcom, Inc. Brocade Communications Bucyrus International, Inc. Capital One Financial Corporation Caterpillar, Inc. Celgene Corporation Cell Therapeutics, Inc.

CBOE HOLDINGS, INC.

Page 120

Average Daily Volume Total Call Put 153 86 67 113 60 53 28 20 8 88 48 40 142 99 43 48 27 21 65 34 32 40 25 15 104 71 33 28 17 10 160 107 53 225 155 70 649 428 221 2 1 1 39 24 15 179 103 76 118 60 58 769 405 364 12 8 4 26 19 7 204 108 95 248 152 96 120 70 50 259 151 108 23 15 8 153 84 70 184 92 92 131 76 55 89 44 45 4,383 2,702 1,681 67 38 29 101 63 39 87 51 37 116 71 45 16 14 3 60 38 21 2 1 1 680 371 309 123 75 49 39 22 17 715 426 289 105 62 44 10 5 5 8,965 4,793 4,172 60 30 30 390 231 159 43 23 20 53 31 22 52 29 23 161 79 82 262 160 102 119 55 64 3 3 0 213 116 97 27 16 10 414 240 174 133 84 49 196 122 74 81 60 21 6 4 2 83 39 44 822 460 361 99 66 33 4 4 0



65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128

Standard Symbol CX CENX CF CHK CVX CB CIEN CI CSCO CIT C CLF KO CL CMCSA CMA COP CNX GLW COST CREE CSX CVS DHI DE DCTH DELL DAL DNDN DVN DO DIS DOW DRYS DD ETFC EK EBAY EP EA ERTS EMC PCX ENER EOG ESRX XOM FFIV FDX FIS FITB FSLR FLEX F FWLT FCX GME GPS GRMN GE GGP GIS GM GNW

Stock Cemex S.A. de C.V. Century Aluminum Company Charter One Financial, Inc. Chesapeake Energy Corporation ChevronTexaco Corporation Chubb Corporation (The) Ciena Corporation CIGNA Corporation Cisco Systems, Inc. CIT Group, Inc. Citigroup, Inc. Cliffs Natural Resources, Inc. Coca-Cola Company (The) Colgate-Palmolive Company Comcast Corp. (Class A) Comerica Incorporated ConocoPhillips Consol Energy, Inc. Corning Incorporated Costco Wholesale Corp. Cree, Inc. CSX Corporation CVS Corporation D.R. Horton, Inc. Deere & Company Delcath Systems, Inc. Dell Computer Corp. Delta Air Lines, Inc. Dendreon Corporation Devon Energy Corporation Diamond Offshore Drilling, Inc. Disney (The Walt) Holding Co. Dow Chemical Company (The) DryShip, Inc. du Pont (E.I.) de Nemours & Company E*Trade Financial Corporation Eastman Kodak Company eBay, Inc. El Paso Corporation Electronic Arts, Inc. Electronic Arts, Inc. EMC Corporation EnCana Corporation Energy Conversion Devices, Inc. EOG Resources, Inc. Express Scripts Inc-Cl A Exxon Mobil Corporation F5 Networks, Inc. FedEx Corporation Fidelity National Information Services, Inc. Fifth Third Bancorp. First Solar, Inc. Flextronics International Ltd. Ford Motor Company Foster Wheeler AG Freeport-McMoRan Copper & Gold Co., Inc. (Class B) GameStop Corporation Gap, Inc. (The) Garmin Ltd. General Electric Company General Growth Properties, Inc. General Mills, Inc. General Motors Corporation Genworth Financial, Inc.

CBOE HOLDINGS, INC.

Page 121

Contract Volume Total Call 10,451 4,998 5,858 3,467 42,368 27,368 92,421 61,455 83,058 40,326 3,425 1,999 34,536 19,623 4,894 2,718 333,454 217,373 3,831 2,053 1,128,699 667,574 46,327 29,929 50,863 28,946 10,563 6,144 26,763 12,444 8,696 5,580 58,666 32,998 19,341 12,210 38,516 24,113 18,556 10,778 54,827 34,665 20,708 12,147 27,519 16,162 5,364 2,946 54,464 33,157 3,666 2,309 70,182 35,590 32,787 22,749 50,135 36,501 19,008 11,518 15,920 9,487 45,079 23,931 37,318 19,407 42,109 33,787 36,595 20,203 7,795 5,227 78,205 44,404 64,497 33,953 15,015 9,324 290 228 25,406 14,662 65,201 37,992 52,599 34,785 1,480 537 16,436 9,456 23,486 13,796 206,079 110,454 28,761 15,588 41,752 22,467 344 181 9,299 5,550 68,791 35,290 1,375 954 369,650 237,450 7,434 4,764 341,130 198,552 15,994 11,131 11,709 5,802 10,213 5,405 319,808 190,327 1,271 754 12,587 7,908 63,720 41,927 13,585 9,848

Put 5,453 2,391 15,000 30,966 42,732 1,426 14,913 2,176 116,081 1,778 461,125 16,398 21,917 4,419 14,319 3,116 25,668 7,131 14,403 7,778 20,162 8,561 11,357 2,418 21,307 1,357 34,592 10,038 13,634 7,490 6,433 21,148 17,911 8,322 16,392 2,568 33,801 30,544 5,691 62 10,744 27,209 17,814 943 6,980 9,690 95,625 13,173 19,285 163 3,749 33,501 421 132,200 2,670 142,578 4,863 5,907 4,808 129,481 517 4,679 21,793 3,737

Average Daily Volume Total Call Put 41 20 22 23 14 9 168 109 60 367 244 123 330 160 170 14 8 6 137 78 59 19 11 9 1,323 863 461 15 8 7 4,479 2,649 1,830 184 119 65 202 115 87 42 24 18 106 49 57 35 22 12 233 131 102 77 48 28 153 96 57 74 43 31 218 138 80 82 48 34 109 64 45 21 12 10 216 132 85 15 9 5 279 141 137 130 90 40 199 145 54 75 46 30 63 38 26 179 95 84 148 77 71 167 134 33 145 80 65 31 21 10 310 176 134 256 135 121 60 37 23 1 1 0 101 58 43 259 151 108 209 138 71 6 2 4 65 38 28 93 55 38 818 438 379 114 62 52 166 89 77 1 1 1 37 22 15 273 140 133 5 4 2 1,467 942 525 30 19 11 1,354 788 566 63 44 19 46 23 23 41 21 19 1,269 755 514 5 3 2 50 31 19 253 166 86 54 39 15



129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192

Standard Symbol GENZ GILD GFI GG GOOG GMCR GRPN HK HAL HOG HIG HL HSY HES HPQ HD HON HBC HGSI HBAN IBN INTC ITMN IBM IP IOC ESI JPM JDSU JNJ JOY JOYG JNPR KBH KEY KMP KGC KFT LVS LDK LEAP LEN LLY LNC LNKD LO LOW M MNKD MRO MRVL MEE MA MBI MCD MMR MJN MDVN MDT WFR MRK MET MGM MTG

Contract Volume Total Call 8,310 3,340 26,818 15,024 6,303 4,104 49,668 31,236 317,221 159,835 76,012 36,698 21,664 10,765 28,591 18,393 82,170 49,587 10,944 5,669 20,142 11,698 56,517 43,859 4,528 3,138 25,565 15,450 105,503 62,031 36,280 19,622 24,672 13,821 17,414 7,340 22,546 15,050 11,728 7,769 7,923 3,925 324,358 197,322 8,279 5,137 165,483 83,821 17,862 8,634 15,847 10,035 10,226 4,975 393,194 210,688 50,600 34,279 51,167 29,027 2,063 1,146 23,137 13,064 46,645 30,102 11,335 6,940 5,992 3,828 6,681 2,471 33,659 26,042 20,961 10,477 356,753 227,366 41,034 23,910 5,611 4,095 12,102 6,021 20,618 13,379 6,630 4,412 78,883 29,106 21,363 9,761 19,808 12,400 25,218 16,956 14,361 9,010 34,098 19,826 64,555 44,259 12,164 6,324 35,941 19,366 20,799 13,463 59,498 32,099 23,909 17,096 4,813 3,070 3,694 1,374 17,515 9,580 20,370 13,376 67,037 36,676 27,312 13,789 84,357 55,024 21,600 13,717

Stock Genzyme Corporation Gilead Sciences, Inc. Gold Fields Limited Goldcorp, Inc. Google, Inc. Green Mountain Coffee Roasters, Inc. Groupon, Inc. Halcon Resources Corporation Halliburton Company Harley-Davidson, Inc. Hartford Financial Services Group, Inc.(The) Hecla Mining Company Hershey Foods Corporation Hess Corporation Hewlett-Packard Company Home Depot, Inc. (The) Honeywell International, Inc. HSBC Holdings plc Human Genome Sciences, Inc. Huntington Bancshares, Inc. ICICI Bank Limited Intel Corporation InterMune, Inc. International Business Machines Corporation International Paper Company InterOil Corporation ITT Educational Services, Inc. J.P. Morgan Chase & Co. JDS Uniphase Corp. Johnson & Johnson Joy Global, Inc. Joy Global, Inc. Juniper Networks, Inc. KB HOME KeyCorp Kinder Morgan Energy Partners Kinross Gold Corporation Kraft Foods, Inc. Las Vegas Sands Corp. LDK Solar Company Ltd. Leap Wireless International, Inc. Lennar Corporation Lilly (Eli) and Company Lincoln National Corporation Linkedln Corporation Lorillard, Inc. Lowe's Companies, Inc. Macy's, Inc. Mannkind Corporation Marathon Oil Corporation Marvell Technology Group Ltd. Massey Energy Company MasterCard, Inc. MBIA, Inc. McDonald's Corporation McMoran Exploration Co. Mead Johnson Nutrition Company Medivation, Inc. Medtronic, Inc. MEMC Electronic Materials, Inc. Merck & Co., Inc. MetLife, Inc. Metro-Goldwyn-Mayer, Inc. MGIC Investment Corporation

CBOE HOLDINGS, INC.

Page 122

Put 4,970 11,794 2,199 18,432 157,386 39,314 10,899 10,198 32,583 5,275 8,444 12,658 1,390 10,115 43,472 16,658 10,851 10,074 7,496 3,959 3,998 127,036 3,142 81,662 9,228 5,812 5,251 182,506 16,321 22,140 917 10,073 16,543 4,395 2,164 4,210 7,617 10,484 129,387 17,124 1,516 6,081 7,239 2,218 49,777 11,602 7,408 8,262 5,351 14,272 20,296 5,840 16,575 7,336 27,399 6,813 1,743 2,320 7,935 6,994 30,361 13,523 29,333 7,883

Average Daily Volume Total Call Put 33 13 20 106 60 47 25 16 9 197 124 73 1,259 634 625 302 146 156 86 43 43 113 73 40 326 197 129 43 22 21 80 46 34 224 174 50 18 12 6 101 61 40 419 246 173 144 78 66 98 55 43 69 29 40 89 60 30 47 31 16 31 16 16 1,287 783 504 33 20 12 657 333 324 71 34 37 63 40 23 41 20 21 1,560 836 724 201 136 65 203 115 88 8 5 4 92 52 40 185 119 66 45 28 17 24 15 9 27 10 17 134 103 30 83 42 42 1,416 902 513 163 95 68 22 16 6 48 24 24 82 53 29 26 18 9 313 116 198 85 39 46 79 49 29 100 67 33 57 36 21 135 79 57 256 176 81 48 25 23 143 77 66 83 53 29 236 127 109 95 68 27 19 12 7 15 5 9 70 38 31 81 53 28 266 146 120 108 55 54 335 218 116 86 54 31



193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256

Standard Symbol MU MSFT MMM MCP MON MCO MS MOS MSI MOT MYL NBR NOV NFLX NTAP NEM NKE NE NOK JWN NUE NVDA NYX OXY ORCL SEED BTU JCP PEP PBR PFE PM PXP PCL PNC PARD BPOP POT PG PRU PHM QCOM RSH RMBS RTN RF RIMM RVBD RCL CRM SNDK SD SVNT SLB STX SHLD S SQNM SLW SPG STEC SIRI SO SWN

Contract Volume Total Call 99,984 68,880 312,505 183,792 23,872 12,579 59,673 37,835 52,905 31,293 7,085 3,334 140,184 71,040 90,823 59,651 4,281 2,804 182 153 7,530 5,061 17,759 12,755 18,605 9,330 198,683 103,619 37,640 23,310 74,840 47,403 24,538 13,359 11,128 6,152 55,680 35,334 12,212 5,871 15,929 9,316 123,231 78,729 18,437 12,299 36,720 18,871 93,551 54,834 1,516 1,252 35,236 22,272 26,367 13,388 28,641 16,612 107,028 67,146 92,680 54,313 33,070 15,067 14,236 8,922 2,989 1,529 22,156 11,001 32 31 2,617 2,009 104,439 70,669 45,721 23,724 11,481 6,366 8,723 5,478 170,685 101,396 9,703 6,695 27,825 17,113 6,684 3,537 14,317 8,353 464,477 260,364 11,870 8,465 10,138 5,514 73,051 33,475 81,628 46,040 44,808 31,109 3,773 2,667 63,252 34,701 40,553 26,065 16,218 7,296 101,973 80,108 5,163 3,334 140,828 87,485 10,011 3,876 17,786 10,540 35,233 27,883 7,030 4,483 24,182 16,951

Stock Micron Technology, Inc. Microsoft Corporation Minnesota Mining & Manufacturing Company Molycorp, Inc. Monsanto Company/New Moody's Corporation Morgan Stanley Mosaic Company Motorola Solutions, Inc. Motorola, Inc. Mylan Laboratories, Inc. Nabors Industries, Ltd. National Oilwell Varco, Inc. NetFlix, Inc. Network Appliance Corp. Newmont Mining Corporation NIKE, Inc. (Class B) Noble Corporation Nokia Corporation ADR Nordstrom, Inc. Nucor Corporation NVIDIA Corporation NYSE Euronext Occidental Petroleum Corporation Oracle Corporation Origin Agritech Limited Peabody Energy Corporation Penney (J.C.) Company, Inc. PepsiCo, Inc. Petroleo Brasileiro S.A.-ADR Pfizer, Inc. Philip Morris International, Inc. Plains Exploration & Production Company Plum Creek Timber Company, LP PNC Bank Corporation Poniard Pharmaceuticals, Inc. Popular, Inc. Potash Corporation of Saskatchewan, Inc. Procter & Gamble Company (The) Prudential Financial, Inc. Pulte Homes, Inc. QUALCOMM, Inc. RadioShack Rambus, Inc. Raytheon Company Regions Financial Corp. Research in Motion Riverbed Technology, Inc. Royal Caribbean Cruises Ltd. Salesforce.com SanDisk Corporation SandRidge Energy, Inc. Savient Pharmaceuticals, Inc. Schlumberger Limited Seagate Technology Sears Holdings Corporation Sears, Roebuck and Company Sequenom, Inc. Silver Wheaton Corporation Simon Property Group, Inc. SimpleTech, Inc. Sirius Satellite Radio Southern Company (The) Southwestern Energy Company

CBOE HOLDINGS, INC.

Page 123

Put 31,104 128,713 11,293 21,838 21,612 3,751 69,144 31,172 1,477 29 2,469 5,004 9,275 95,064 14,330 27,437 11,179 4,976 20,346 6,341 6,613 44,502 6,138 17,849 38,717 264 12,964 12,979 12,029 39,882 38,367 18,003 5,314 1,460 11,155 1 608 33,770 21,997 5,115 3,245 69,289 3,008 10,712 3,147 5,964 204,113 3,405 4,624 39,576 35,588 13,699 1,106 28,551 14,488 8,922 21,865 1,829 53,343 6,135 7,246 7,350 2,547 7,231

Average Daily Volume Total Call Put 397 273 123 1,240 729 511 95 50 45 237 150 87 210 124 86 28 13 15 556 282 274 360 237 124 17 11 6 1 1 0 30 20 10 70 51 20 74 37 37 788 411 377 149 93 57 297 188 109 97 53 44 44 24 20 221 140 81 48 23 25 63 37 26 489 312 177 73 49 24 146 75 71 371 218 154 6 5 1 140 88 51 105 53 52 114 66 48 425 266 158 368 216 152 131 60 71 56 35 21 12 6 6 88 44 44 0 0 0 10 8 2 414 280 134 181 94 87 46 25 20 35 22 13 677 402 275 39 27 12 110 68 43 27 14 12 57 33 24 1,843 1,033 810 47 34 14 40 22 18 290 133 157 324 183 141 178 123 54 15 11 4 251 138 113 161 103 57 64 29 35 405 318 87 20 13 7 559 347 212 40 15 24 71 42 29 140 111 29 28 18 10 96 67 29



257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319

Standard Symbol SBUX HOT STT SU SUN SPWR SPWRA STP STI SYMC TLB TGT TCK TSO TEVA TXN TXT BX DTV GS TIF TWX TIVO TM RIG TSL TYC USB UAL UNP UNH UPS X UTX LCC SLM VALE VLO VRSN VZ V VVUS WAG WMT WLT WFT WLP WFC WDC WHR WFM WFMI WMB WIN WYNN XRX XLNX XL YHOO AUY YRCW YUM ZION

Contract Volume Total Call 29,503 16,912 11,643 6,088 8,517 4,337 40,604 24,873 10,011 5,526 387 80 14,322 8,685 16,694 9,288 11,740 6,563 12,014 7,817 6,451 4,259 42,368 26,916 24,117 14,856 16,978 10,424 53,821 31,357 29,143 13,082 8,885 6,038 10,035 6,427 6,399 3,571 163,580 85,579 13,182 7,525 14,137 8,878 27,250 18,083 11,321 4,714 60,096 36,168 9,255 5,288 13,329 9,274 25,590 14,069 55,223 35,006 18,587 9,866 20,989 10,261 42,750 26,522 183,338 117,003 21,708 11,413 18,689 13,170 7,329 3,932 82,496 44,566 53,290 35,940 5,973 4,080 106,283 67,001 89,180 52,748 11,275 7,307 35,325 23,475 60,225 33,093 33,598 20,181 57,437 40,624 13,592 7,113 182,173 98,855 21,060 12,986 9,521 4,659 7,849 4,242 5,262 3,021 43,903 25,361 2,600 1,966 54,208 28,773 11,093 7,116 17,753 7,449 3,891 2,666 266,592 186,567 28,784 19,595 17,090 9,051 9,356 5,131 8,562 4,623

Stock Starbucks Corporation Starwood Hotels & Resorts Worldwide, Inc. State Street Corporation Suncor Energy, Inc. Sunoco, Inc. SunPower Corp. SunPower Corporation Suntech Power Holdings Co., Ltd. SunTrust Banks, Inc. Symantec Corporation Talbots, Inc. (The) Target Corporation Teck Resources Limited Tesoro Petroleum Corporation Teva Pharmaceutical Industries Ltd. ADR Texas Instruments Incorporated Textron, Inc. The Blackstone Group LP The DIRECTV Group, Inc. The Goldman Sachs Group, Inc. Tiffany & Co. Time Warner, Inc. TiVo, Inc. Toyota Motor Corporation ADR Transocean, Inc. Trina Solar Limited Tyco International Limited U.S. Bancorp UAL Corporation Union Pacific Corporation United HealthCare Corporation United Parcel Service, Inc. United States Seel Corporation United Technologies Corporation US Airways Group, Inc. (New) USA Education, Inc. Vale SA Valero Energy Corporation Verisign, Inc. Verizon Communications, Inc. Vivendi SA VIVUS, Inc. Walgreen Company Wal-Mart Stores, Inc. Walter Energy, Inc. Weatherford International, Inc. WellPoint Health Networks, Inc. (Class A) Wells Fargo & Company Western Digital Corporation Whirlpool Corporation Whole Foods Market, Inc. Whole Foods Market, Inc. Williams Companies, Inc. (The) Winn-Dixie Stores, Inc. Wynn Resorts, Limited Xerox Corporation Xilinix, Inc. XL Capital LTD Yahoo!, Inc. Yamana Gold, Inc. YRC Worldwide, Inc. YUM! Brands, Inc. Zions Bancorporation

CBOE HOLDINGS, INC.

Page 124

Put 12,591 5,555 4,180 15,731 4,485 307 5,637 7,406 5,177 4,197 2,192 15,452 9,261 6,554 22,464 16,061 2,847 3,608 2,828 78,001 5,657 5,259 9,167 6,607 23,928 3,967 4,055 11,521 20,217 8,721 10,728 16,228 66,335 10,295 5,519 3,397 37,930 17,350 1,893 39,282 36,432 3,968 11,850 27,132 13,417 16,813 6,479 83,318 8,074 4,862 3,607 2,241 18,542 634 25,435 3,977 10,304 1,225 80,025 9,189 8,039 4,225 3,939

Average Daily Volume Total Call Put 117 67 50 46 24 22 34 17 17 161 99 62 40 22 18 2 0 1 57 34 22 66 37 29 47 26 21 48 31 17 26 17 9 168 107 61 96 59 37 67 41 26 214 124 89 116 52 64 35 24 11 40 26 14 25 14 11 649 340 310 52 30 22 56 35 21 108 72 36 45 19 26 238 144 95 37 21 16 53 37 16 102 56 46 219 139 80 74 39 35 83 41 43 170 105 64 728 464 263 86 45 41 74 52 22 29 16 13 327 177 151 211 143 69 24 16 8 422 266 156 354 209 145 45 29 16 140 93 47 239 131 108 133 80 53 228 161 67 54 28 26 723 392 331 84 52 32 38 18 19 31 17 14 21 12 9 174 101 74 10 8 3 215 114 101 44 28 16 70 30 41 15 11 5 1,058 740 318 114 78 36 68 36 32 37 20 17 34 18 16


C2 Top 100 Equity Options Ranked by Volume (Includes LEAPS)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67

Standard Symbol BAC C AAPL RIMM JPM F LVS FCX CSCO INTC GE GOOG MSFT YHOO CAT XOM NFLX AMZN X WFC BIDU T QCOM IBM GS AA SLW MS NVDA PBR VZ HPQ POT BP S MU ABX ORCL PFE CHK MOS V MGM CVX VALE HAL SNDK LNKD EK GMCR NEM CRM DELL FSLR MRK BBY AMR EMC MRVL EBAY GM SLB AIG WMT RIG MCP MCD

Stock Bank of America Corporation Citigroup, Inc. Apple Computer, Inc. Research in Motion J.P. Morgan Chase & Co. Ford Motor Company Las Vegas Sands Corp. Freeport-McMoRan Copper & Gold Co., Inc. (Class B) Cisco Systems, Inc. Intel Corporation General Electric Company Google, Inc. Microsoft Corporation Yahoo!, Inc. Caterpillar, Inc. Exxon Mobil Corporation NetFlix, Inc. Amazon.Com, Inc. United States Seel Corporation Wells Fargo & Company Baidu, Inc. ADS AT&T Corporation QUALCOMM, Inc. International Business Machines Corporation The Goldman Sachs Group, Inc. ALCOA, Inc. Silver Wheaton Corporation Morgan Stanley NVIDIA Corporation Petroleo Brasileiro S.A.-ADR Verizon Communications, Inc. Hewlett-Packard Company Potash Corporation of Saskatchewan, Inc. BP p.l.c. Sears, Roebuck and Company Micron Technology, Inc. Barrick Gold Corporation Oracle Corporation Pfizer, Inc. Chesapeake Energy Corporation Mosaic Company Vivendi SA Metro-Goldwyn-Mayer, Inc. ChevronTexaco Corporation Vale SA Halliburton Company SanDisk Corporation Linkedln Corporation Eastman Kodak Company Green Mountain Coffee Roasters, Inc. Newmont Mining Corporation Salesforce.com Dell Computer Corp. First Solar, Inc. Merck & Co., Inc. Best Buy Co., Inc. AMR Corporation EMC Corporation Marvell Technology Group Ltd. eBay, Inc. General Motors Corporation Schlumberger Limited American International Group, Inc. Wal-Mart Stores, Inc. Transocean, Inc. Molycorp, Inc. McDonald's Corporation

CBOE HOLDINGS, INC.

Contract Volume Total Call 2,259,194 1,207,904 1,128,699 667,574 1,104,428 680,934 464,477 260,364 393,194 210,688 369,650 237,450 356,753 227,366 341,130 198,552 333,454 217,373 324,358 197,322 319,808 190,327 317,221 159,835 312,505 183,792 266,592 186,567 207,110 116,035 206,079 110,454 198,683 103,619 193,813 102,073 183,338 117,003 182,173 98,855 180,075 107,296 171,284 93,507 170,685 101,396 165,483 83,821 163,580 85,579 163,549 107,810 140,828 87,485 140,184 71,040 123,231 78,729 107,028 67,146 106,283 67,001 105,503 62,031 104,439 70,669 104,393 60,488 101,973 80,108 99,984 68,880 98,261 58,220 93,551 54,834 92,680 54,313 92,421 61,455 90,823 59,651 89,180 52,748 84,357 55,024 83,058 40,326 82,496 44,566 82,170 49,587 81,628 46,040 78,883 29,106 78,205 44,404 76,012 36,698 74,840 47,403 73,051 33,475 70,182 35,590 68,791 35,290 67,037 36,676 66,025 40,210 65,241 38,134 65,201 37,992 64,555 44,259 64,497 33,953 63,720 41,927 63,252 34,701 62,496 38,274 60,225 33,093 60,096 36,168 59,673 37,835 59,498 32,099

Page 125

Put 1,051,290 461,125 423,494 204,113 182,506 132,200 129,387 142,578 116,081 127,036 129,481 157,386 128,713 80,025 91,075 95,625 95,064 91,740 66,335 83,318 72,779 77,777 69,289 81,662 78,001 55,739 53,343 69,144 44,502 39,882 39,282 43,472 33,770 43,905 21,865 31,104 40,041 38,717 38,367 30,966 31,172 36,432 29,333 42,732 37,930 32,583 35,588 49,777 33,801 39,314 27,437 39,576 34,592 33,501 30,361 25,815 27,107 27,209 20,296 30,544 21,793 28,551 24,222 27,132 23,928 21,838 27,399

Average Daily Volume Total Call Put 8,965 4,793 4,172 4,479 2,649 1,830 4,383 2,702 1,681 1,843 1,033 810 1,560 836 724 1,467 942 525 1,416 902 513 1,354 788 566 1,323 863 461 1,287 783 504 1,269 755 514 1,259 634 625 1,240 729 511 1,058 740 318 822 460 361 818 438 379 788 411 377 769 405 364 728 464 263 723 392 331 715 426 289 680 371 309 677 402 275 657 333 324 649 340 310 649 428 221 559 347 212 556 282 274 489 312 177 425 266 158 422 266 156 419 246 173 414 280 134 414 240 174 405 318 87 397 273 123 390 231 159 371 218 154 368 216 152 367 244 123 360 237 124 354 209 145 335 218 116 330 160 170 327 177 151 326 197 129 324 183 141 313 116 198 310 176 134 302 146 156 297 188 109 290 133 157 279 141 137 273 140 133 266 146 120 262 160 102 259 151 108 259 151 108 256 176 81 256 135 121 253 166 86 251 138 113 248 152 96 239 131 108 238 144 95 237 150 87 236 127 109


C2 Top 100 Equity Options Ranked by Volume (Includes LEAPS) Standard Symbol 68 COP 69 WFT 70 AKAM 71 HL 72 NOK 73 UAL 74 CREE 75 DE 76 WYNN 77 TEVA 78 BA 79 VLO 80 MON 81 PCX 82 AXP 83 JNJ 84 KO 85 JDSU 86 DNDN 87 GG 88 BRCM 89 JNPR 90 CLF 91 NLY 92 PG 93 ANR 94 DIS 95 SD 96 WMB 97 UPS 98 CF 99 TGT 100 DRYS

Stock ConocoPhillips Weatherford International, Inc. Akamai Technologies, Inc Hecla Mining Company Nokia Corporation ADR UAL Corporation Cree, Inc. Deere & Company Wynn Resorts, Limited Teva Pharmaceutical Industries Ltd. ADR Boeing Company (The) Valero Energy Corporation Monsanto Company/New EnCana Corporation American Express Company Johnson & Johnson Coca-Cola Company (The) JDS Uniphase Corp. Dendreon Corporation Goldcorp, Inc. Broadcom, Inc. Juniper Networks, Inc. Cliffs Natural Resources, Inc. Annaly Mortgage Management, Inc. Procter & Gamble Company (The) Alpha Natural Resources, Inc. Disney (The Walt) Holding Co. SandRidge Energy, Inc. Williams Companies, Inc. (The) United Parcel Service, Inc. Charter One Financial, Inc. Target Corporation DryShip, Inc.

CBOE HOLDINGS, INC.

Contract Volume Total Call 58,666 32,998 57,437 40,624 56,767 39,116 56,517 43,859 55,680 35,334 55,223 35,006 54,827 34,665 54,464 33,157 54,208 28,773 53,821 31,357 53,644 29,317 53,290 35,940 52,905 31,293 52,599 34,785 51,301 27,260 51,167 29,027 50,863 28,946 50,600 34,279 50,135 36,501 49,668 31,236 49,452 30,845 46,645 30,102 46,327 29,929 46,270 23,180 45,721 23,724 45,194 26,060 45,079 23,931 44,808 31,109 43,903 25,361 42,750 26,522 42,368 27,368 42,368 26,916 42,109 33,787

Page 126

Put 25,668 16,813 17,651 12,658 20,346 20,217 20,162 21,307 25,435 22,464 24,327 17,350 21,612 17,814 24,041 22,140 21,917 16,321 13,634 18,432 18,607 16,543 16,398 23,090 21,997 19,134 21,148 13,699 18,542 16,228 15,000 15,452 8,322

Average Daily Volume Total Call Put 233 131 228 161 225 155 224 174 221 140 219 139 218 138 216 132 215 114 214 124 213 116 211 143 210 124 209 138 204 108 203 115 202 115 201 136 199 145 197 124 196 122 185 119 184 119 184 92 181 94 179 103 179 95 178 123 174 101 170 105 168 109 168 107 167 134


102 67 70 50 81 80 80 85 101 89 97 69 86 71 95 88 87 65 54 73 74 66 65 92 87 76 84 54 74 64 60 61 33

C2 CASH INDEX OPTIONS - 2011 Standard & Poor’s Indexes Standard & Poor’s 500 Index Options - P.M. Settled (SPXpm ): October 4, 2011 (European-style). TM

Standard & Poor’s 500 Index Options - P.M. Settled - SPXpm The Standard & Poor's 500 Index is a capitalization-weighted index of 500 stocks from a broad range of industries. The component stocks are weighted according to the total market value of their outstanding shares. The impact of a component's price change is proportional to the issue's total market value, which is the share price times the number of shares outstanding. These are summed for all 500 stocks and divided by a predetermined base value. The base value for the S&P 500 Index is adjusted to reflect changes in capitalization resulting from mergers, acquisitions, stock rights, substitutions, etc. SPXpm options are European-style and generally may be exercised only on the last business day before expiration. The exercise-settlement value, SPXpm, is the official closing price of the S&P 500 Index as reported by Standard & Poors on the last business day before the expiration date. Exercise will result in delivery of cash on the business day following expiration. Trading in SPXpm options will ordinarily cease on the business day (usually a Friday) preceding the expiration date.

CBOE HOLDINGS, INC.

Page 127


C2 CASH INDEX OPTIONS - 2011 Total SPXpm Index Options Contract Volume


Trading Days

20 21 21 62

Call

40,956 44,525 37,023 122,504

Contract Volume Put


Total

59,326 66,020 68,436 193,782

100,282 110,545 105,459 316,286

5,014 5,264 5,022 5,101

SPXpm Index Options Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Open Interest in Contracts Call Put Total

13,337 16,404 11,922 --

30,127 25,275 29,651 --

43,464 41,679 41,573 --

Dollar Volume Put

Call

$79,858,209 $88,164,269 $26,175,887 $194,198,365

$81,075,597 $49,852,532 $36,892,883 $167,821,012

Total

$160,933,806 $138,016,801 $63,068,770 $362,019,377

Total SPXpm Index Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


Average Premium Per Contract Call Put Total

$1,950 $1,980 $707 $1,585

$1,367 $755 $539 $866

CBOE HOLDINGS, INC.

$1,605 $1,249 $598 $1,145

Call

7 8 9 8

Average Contracts Per Trade Put

8 9 11 9

Page 128

Total

8 9 10 9

Call

5,990 5,334 3,999 15,323

Transactions Put

Total

7,216 7,397 6,163 20,776


13,206 12,731 10,162 36,099

C2 EXCHANGE TRADED FUNDS OPTIONS - 2011 Total C2 Exchange Traded Funds Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 552,759 536,109 1,002,692 789,039 1,067,983 1,386,397 1,180,767 2,138,413 1,510,333 1,511,934 1,196,566 881,552 13,754,544

Total 1,390,960 1,395,133 2,400,741 1,989,033 2,572,953 3,405,944 3,190,836 4,936,007 3,379,419 3,417,496 3,120,915 2,071,004 33,270,441


Call $61,769,043 $58,079,639 $105,511,477 $84,894,939 $118,125,853 $147,955,355 $157,938,767 $388,988,678 $294,538,539 $298,356,215 $175,333,097 $103,976,627 $1,995,468,229


Contract Volume Put 838,201 859,024 1,398,049 1,199,994 1,504,970 2,019,547 2,010,069 2,797,594 1,869,086 1,905,562 1,924,349 1,189,452 19,515,897

C2 Exchange Traded Funds Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Page 129

Total $140,590,298 $129,900,732 $240,725,838 $186,540,120 $285,028,014 $368,657,454 $377,430,257 $890,730,652 $620,338,232 $605,679,784 $418,556,301 $232,910,969 $4,497,088,651


Total C2 Exchange Traded Funds Average Premium Per Contract, Average Contracts Per Trade and Transactions



Call 13 15 18 20 20 26 28 22 20 20 25 22 21


Total 16 19 22 25 24 31 36 24 22 22 31 25 25

Call 41,126 35,956 54,892 40,038 52,603 52,485 42,236 98,024 73,714 76,316 47,791 39,337 654,518


Total 88,475 75,189 111,264 81,046 106,962 110,199 87,785 203,709 151,788 152,407 100,241 81,720 1,350,785

Total C2 Volume for WEEKLY and QUARTERLY Options

DIA IWM QQQ SPY GLD EEM SLV VXX XLF

CBOE HOLDINGS, INC.

WEEKLY --495,416 453,565 4,135,184 274,781 61,894 441,247 138,101 30,754

QUARTERLY 19,811 167,960 301,313 1,096,096 82,762 ---------21,452

Page 130


QQQ (PowerShares QQQ) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 63,698 47,803 120,695 64,568 55,513 89,080 79,715 121,396 106,024 88,061 109,015 95,193 1,040,761


Total 186,448 133,255 305,314 158,787 146,918 252,965 220,754 290,561 240,455 212,300 276,147 217,158 2,641,062


QQQ (PowerShares QQQ) Open Interest and Dollar Volume (includes LEAPS) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $5,955,308 $4,271,468 $9,311,094 $6,691,920 $3,572,513 $6,472,132 $5,312,286 $13,382,956 $13,741,791 $13,731,180 $9,554,396 $5,669,529 $97,666,573


Page 131

Total $14,103,478 $9,266,613 $21,439,805 $13,083,757 $9,568,439 $16,928,374 $13,726,790 $31,111,264 $29,317,171 $27,719,591 $25,514,500 $13,265,297 $225,045,079


QQQ (PowerShares QQQ) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)



CBOE HOLDINGS, INC.

Call


Page 132

Total

23 25 35 43 59 61 57 33 29 29 54 67 38

Call

3,343 2,264 3,950 1,634 1,028 1,587 1,542 3,796 3,708 3,335 2,275 1,484 29,946


Total 8,097 5,359 8,714 3,667 2,489 4,174 3,864 8,730 8,340 7,291 5,110 3,233 69,068


DIA (DIAMONDS) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 8,884 8,994 12,770 10,144 9,237 11,180 5,861 14,680 6,630 6,113 4,864 7,371 106,728


Total 22,959 21,728 28,962 21,196 20,177 20,167 11,785 23,792 15,110 14,914 10,393 15,458 226,641

Average Daily Volume 1,148 1,144 1,259 1,060 961 917 589 1,034 720 710 495 736 899

DIA (DIAMONDS) Open Interest and Dollar Volume (includes LEAPS) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Open Interest in Contracts Call Put 306,687 392,844 306,956 401,385 316,775 346,967 346,769 351,110 328,314 356,933 308,786 342,374 329,056 348,343 397,229 423,990 360,360 411,389 308,803 374,716 353,162 423,359 323,605 440,922 ---

CBOE HOLDINGS, INC.

Total 699,531 708,341 663,742 697,879 685,247 651,160 677,399 821,219 771,749 683,519 776,521 764,527 --

Call $1,112,067 $1,268,695 $1,922,596 $1,320,942 $1,319,666 $1,721,254 $1,012,173 $3,573,912 $1,370,460 $1,999,793 $1,206,227 $1,463,696 $19,291,481

Dollar Volume Put $1,472,417 $1,350,370 $2,263,534 $1,182,563 $1,689,660 $1,481,159 $915,012 $2,984,610 $2,243,038 $2,360,081 $1,417,738 $1,479,389 $20,839,571

Page 133

Total $2,584,484 $2,619,065 $4,186,130 $2,503,505 $3,009,326 $3,202,413 $1,927,185 $6,558,522 $3,613,498 $4,359,874 $2,623,965 $2,943,085 $40,131,052


DIA (DIAMONDS) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)



CBOE HOLDINGS, INC.

Call


Page 134

Total

10 9 8 9 11 11 9 8 7 9 9 9 9

Call

964 993 1,603 1,128 882 994 691 1,606 959 725 591 876 12,012

Transactions Put 1,392 1,434 1,914 1,226 961 914 684 1,330 1,225 969 608 813 13,470

Total 2,356 2,427 3,517 2,354 1,843 1,908 1,375 2,936 2,184 1,694 1,199 1,689 25,482


SPY (S&P Depositary Receipts) Contract Volume (includes LEAPS and FLEX)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 194,559 197,097 452,473 351,924 448,008 813,297 716,372 1,299,052 906,693 841,643 681,085 457,557 7,359,760

Contract Volume Put 369,491 457,595 780,811 705,265 777,845 1,282,125 1,438,518 1,861,584 1,190,831 1,194,119 1,258,684 705,104 12,021,972

Total 564,050 654,692 1,233,284 1,057,189 1,225,853 2,095,422 2,154,890 3,160,636 2,097,524 2,035,762 1,939,769 1,162,661 19,381,732


SPY (S&P Depositary Receipts) Open Interest and Dollar Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $27,783,419 $23,062,415 $51,370,493 $34,586,901 $53,613,202 $93,769,494 $113,018,510 $256,232,797 $209,913,121 $205,813,991 $104,875,135 $52,604,629 $1,226,644,107


Page 135

Total $65,824,485 $62,219,930 $135,330,467 $91,774,550 $125,519,286 $241,851,754 $286,527,179 $617,683,693 $438,227,323 $414,275,454 $263,247,366 $125,666,918 $2,868,148,405


SPY (S&P Depositary Receipts) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)



CBOE HOLDINGS, INC.

Call


Page 136

Total

22 35 43 61 60 61 73 36 32 32 51 45 43

Call

9,451 6,661 11,092 6,784 8,733 14,788 12,169 39,162 29,666 30,913 15,577 11,192 196,188


Total 25,928 18,707 28,364 17,402 20,359 34,246 29,670 88,219 64,802 64,329 38,282 25,711 456,019


IWM (iShares Russell 2000 Index Fund) Contract Volume (includes LEAPS)


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 49,802 44,928 73,888 56,237 72,516 91,218 71,039 138,656 76,450 75,817 70,659 41,838 863,048


Total 168,001 154,463 220,161 186,785 217,192 272,750 217,682 342,742 219,350 214,085 274,295 134,950 2,622,456


IWM (iShares Russell 2000 Index Fund) Open Interest and Dollar Volume (includes LEAPS) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $5,816,352 $5,706,650 $7,206,928 $5,517,674 $9,466,821 $8,852,133 $7,399,745 $20,292,132 $12,100,819 $15,911,708 $11,316,574 $6,960,418 $116,547,954


Page 137

Total $18,516,803 $15,902,209 $22,498,154 $19,028,348 $27,279,055 $29,765,862 $21,848,631 $59,882,018 $35,496,765 $41,137,206 $39,317,551 $18,795,804 $349,468,406


IWM (iShares Russell 2000 Index Fund) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)



CBOE HOLDINGS, INC.

Call


Page 138

Total

23 25 22 28 29 32 32 25 25 24 37 25 27

Call

2,728 2,161 3,641 2,332 2,921 2,989 2,468 6,120 3,333 3,556 2,565 2,145 36,959


Total 7,276 6,080 10,055 6,556 7,540 8,397 6,895 13,942 8,917 8,945 7,484 5,407 97,494


Other C2 Exchange Traded Funds Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Call 235,816 237,287 342,866 306,166 482,709 381,622 307,780 564,629 414,536 500,300 330,943 279,593 4,384,247


Total 449,502 430,995 613,020 565,076 962,813 764,640 585,725 1,118,276 806,980 940,435 620,311 540,777 8,398,550


Other C2 Exchange Traded Funds Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total


CBOE HOLDINGS, INC.

Call $21,101,897 $23,770,411 $35,700,366 $36,777,502 $50,153,651 $37,140,342 $31,196,053 $95,506,881 $57,412,348 $60,899,543 $48,380,765 $37,278,355 $535,318,114


Page 139

Total $39,561,048 $39,892,915 $57,271,282 $60,149,960 $119,651,908 $76,909,051 $53,400,472 $175,495,155 $113,683,475 $118,187,659 $87,852,919 $72,239,865 $1,014,295,709


Other C2 Exchange Traded Funds Average Premium Per Contract, Average Contracts Per Trade and Transactions



Call 10 10 10 11 12 12 12 12 11 13 12 12 12


Total 10 10 10 11 13 12 13 12 12 13 13 12 12

Call 24,640 23,877 34,606 28,160 39,039 32,127 25,366 47,340 36,048 37,787 26,783 23,640 379,413


Total 44,818 42,616 60,614 51,067 74,731 61,474 45,981 89,882 67,545 70,148 48,166 45,680 702,722

Includes EEM, EFA, EWJ, EWT, EWW, EWY, EWZ, FAS, FAZ, FXE, FXI, FXP, GDX, GLD, IYR, KRE, OIH, QID, QLD, SDS, SKF, SLV, SMH, SRS, SSO, TBT, TLT, TZA, UNG, URE, USO, UUP, UYG, VXX, XHB, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XME, XOP, XRT

CBOE HOLDINGS, INC.

Page 140


C2 Other Exchange Traded Funds Contract Volume Detail DOMESTIC SECTOR Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

GDX 36,146 25,513 35,544 30,854 43,600 37,233 34,995 39,911 58,969 44,608 23,172 26,438 436,983

IYR 2,689 1,714 2,576 1,614 2,118 5,010 2,837 7,201 2,641 3,689 1,199 2,297 35,585

KRE 175 153 92 273 87 215 192 2,431 943 741 52 134 5,488

OIH 7,197 8,630 6,696 6,955 9,904 7,595 6,189 9,915 4,873 4,086 1,581 1,095 74,716


XLI 2,497 1,430 4,217 3,332 8,163 4,682 5,211 9,276 3,438 4,722 2,034 5,036 54,038

XLK 2,515 1,050 1,335 1,276 492 438 1,360 1,989 1,061 3,352 2,150 2,057 19,075

XLP 139 105 176 143 230 387 4,501 1,835 371 1,400 59 217 9,563

XLU 636 332 520 620 1,642 563 278 2,391 1,269 2,007 2,438 3,281 15,977

26,540

XHB 1,800 1,171 1,435 1,341 878 1,410 482 1,772 439 1,352 565 833 13,478

XLB 5,599 2,350 2,254 2,195 6,241 5,711 2,221 5,168 2,664 10,677 2,911 3,457 51,448

XLE 12,324 10,108 13,763 13,143 23,942 17,325 12,863 23,505 14,305 28,839 14,732 15,300 200,149

XLF 10,024 6,854 16,501 17,587 23,790 37,669 73,807 263,025 226,044 286,846 172,020 87,539 1,221,706

XLV 335 350 386 749 1,654 9,992 1,077 2,327 1,093 962 530 1,482 20,937

XLY 1,196 1,070 1,436 552 415 1,540 1,329 2,758 2,174 3,294 2,069 1,249 19,082

XME 2,840 1,249 2,911 1,660 4,631 3,252 1,860 3,642 3,610 3,857 2,423 2,719 34,654

XOP 296 456 455 311 695 1,314 1,282 4,509 2,264 6,401 2,977 3,043 24,003

XRT 3,478 2,553 4,982 4,004 3,393 4,211 2,117 7,439 5,933 6,780 5,844 5,936 56,670

SMH 2,884 2,302 4,120 4,425 3,967 3,048 2,208 3,586

DOMESTIC BROAD-BASED Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

VXX 21,711 27,814 37,929 16,610 22,511 62,035 35,193 69,037 39,157 24,130 38,393 22,832 417,352

CBOE HOLDINGS, INC.

Page 141


FOREIGN Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

EEM 39,442 46,059 46,320 35,726 49,644 49,622 41,960 47,126 39,826 67,992 36,076 28,686 528,479

EFA 4,305 1,639 12,200 7,600 9,491 9,627 7,920 13,863 14,137 17,566 15,944 10,852 125,144

EWJ 490 374 14,940 8,739 2,773 3,053 3,381 3,618 1,498 1,220 1,226 2,622 43,934

EWT 67 198 326 80 122 92 127 257 475 352 2,907 1,052 6,055

EWW 1,030 726 589 144 978 598 295 706 564 870 448 191 7,139

EWY 780 952 953 664 946 767 557 1,339 936 3,090 245 326 11,555

EWZ 10,883 12,610 20,110 20,725 24,510 25,750 20,032 30,358 20,721 21,712 12,986 13,924 234,321

FXI 10,443 9,011 8,478 9,836 10,540 10,059 10,322 18,541 12,669 26,426 18,427 9,896 154,648

COMMODITY POOLS Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

GLD SLV 87,487 46,488 66,893 56,891 96,731 100,507 95,284 177,640 164,039 416,376 145,931 152,287 121,698 86,551 228,272 97,965 103,388 107,899 71,996 70,535 65,045 52,787 91,692 53,085 1,338,456 1,419,011

CBOE HOLDINGS, INC.

UNG 13,273 9,249 14,214 10,454 7,294 6,413 4,429 3,574 3,260 4,214 2,274 2,817 81,465

USO 21,848 39,270 49,484 23,128 45,940 65,950 19,019 40,632 17,429 44,579 23,515 41,876 432,670

Page 142


LEVERAGED & INVERSE Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

FAS 33,369 40,324 54,076 35,431 29,612 34,713 30,333 60,821 49,845 61,747 17,452 8,220 455,943

FAZ 19,331 14,631 12,884 11,214 11,954 13,859 11,905 17,736 3,845 7,163 25,891 25,428 175,841

FXP 505 239 510 155 132 771 305 1,189 602 1,310 311 240 6,269

QID 1,521 1,586 2,830 610 431 1,477 1,617 2,590 1,174 1,709 4,501 1,825 21,871

QLD 629 550 1,295 398 198 782 378 643 236 528 421 612 6,670

SDS 6,038 4,647 6,310 2,099 3,166 1,490 2,747 23,975 14,672 29,288 16,305 9,113 119,850

CURRENCY Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

FXE 3,297 1,201 1,822 1,441 3,158 4,643 2,067 2,405 3,017 4,517 3,050 3,523 34,141

CBOE HOLDINGS, INC.

UUP 3,696 2,383 3,434 4,997 8,788 3,793 2,241 2,936 5,567 6,492 1,942 2,770 49,039

SKF 1,033 240 348 36 58 492 343 1,461 1,210 1,402 2,017 1,225 9,865

SRS 167 145 239 95 133 278 86 690 536 1,095 313 381 4,158

SSO 11,490 11,071 10,915 2,246 4,163 7,813 9,072 15,113 5,786 12,904 5,249 3,630 99,452

TBT 9,105 9,254 7,323 5,718 5,489 7,541 7,558 15,922 6,566 11,347 3,937 7,353 97,113

TZA 3,609 2,828 5,231 822 2,749 5,540 4,268 9,324 5,314 13,429 27,507 26,010 106,631

URE 145 177 126 71 84 99 151 145 44 84 57 202 1,385

UYG 920 1,059 953 421 379 1,076 565 2,036 864 1,788 316 285 10,662

FIXED INCOME Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

TLT 3,630 1,584 2,544 1,658 1,313 6,494 5,796 13,322 13,652 17,337 4,013 7,996 79,339

Page 143


CBOE HOLDINGS, INC. TRADING ACTIVITY AND MARKET SHARE - 2011 Total Options Contract Volume By Exchange

NYSE ARCA 42,007,165 38,658,491 43,532,706 33,394,935 36,594,759 40,272,783 36,594,292 60,879,998 42,171,993 42,317,147 39,555,900 39,363,658 495,343,827

PHLX 83,276,753 77,679,313 92,250,181 70,918,076 87,437,274 84,003,142 77,640,819 109,198,697 78,118,438 69,986,615 68,339,517 84,636,379 983,485,204

NSDQ 18,230,716 17,576,621 19,985,264 15280794 16,049,524 14065947 12,646,833 21,206,908 15,057,590 16,683,389 14,869,012 12,547,320 194,199,918

TOTAL 378,480,506 354,214,236 417,188,575 335,425,947 359,310,820 372,928,893 348,218,171 550,049,407 391,246,939 390,982,436 344,377,310 320,324,954 4,562,748,194

CBOE Market Share 27% 26% 26% 26% 23% 25% 25% 26% 25% 25% 24% 22% 25%

C2 Market Share 0.8% 0.8% 1.0% 1.0% 1.1% 1.2% 1.3% 1.3% 1.2% 1.4% 1.4% 1.2% 1.2%

Total Equity Options Contract Volume By Exchange CBOE pioneered the concepts of listed options in 1973 and remains the largest options exchange. Options volume for stocks listed on the CBOE represented 20% and on C2 represented 0.8% of all equity options trading in 2011. At year-end there were 2,795 listed equity options on CBOE and 307 on C2. Cleared Equity Options Volume Month CBOE C2 AMEX BATS BOX ISE NYSE ARCA Jan 57,979,927 1,729,207 30,433,585 3,736,396 9,276,625 42,978,337 27,709,490 Feb 49,216,720 1,431,521 30,664,207 4,428,447 7,432,441 37,635,708 22,654,668 Mar 49,369,929 1,725,969 34,253,742 7,718,295 7,136,286 40,881,315 23,818,203 Apr 42,103,823 1,502,697 30,168,004 7,606,194 6,338,488 35,525,539 20,800,644 May 38,441,170 1,342,470 27,264,467 7,826,099 5,972,381 35,187,825 19,879,958 Jun 37,338,073 1,233,765 27,309,772 8,882,464 5,795,765 32,929,903 20,873,680 Jul 36,673,066 1,211,472 27,558,120 9,138,041 7,535,430 32,226,992 21,147,273 Aug 49,393,932 2,212,628 36,435,227 10,982,869 11,969,642 45,846,099 28,200,597 Sep 35,019,922 1,421,086 28,648,366 8,597,811 7,583,836 33,759,766 20,599,605 Oct 38,681,392 2,110,354 31,918,903 8,708,385 8,704,863 37,408,136 22,954,293 Nov 33,482,807 1,604,586 26,674,157 6,171,306 7,610,457 31,571,138 23,045,936 Dec 29,205,022 1,706,134 25,310,302 4,711,207 6,599,916 24,696,870 25,822,740 Total 496,905,783 19,231,889 356,638,852 88,507,514 91,956,130 430,647,628 277,507,087

PHLX 60,336,897 53,956,690 51,256,505 47,213,288 58,909,719 46,533,959 47,339,053 54,702,274 36,270,999 37,743,354 41,941,790 54,270,474 590,475,002

NSDQ 12,951,522 11,918,311 11,884,662 9172346 8,267,316 6,837,444 6,704,326 9,577,494 7,294,370 8,730,373 7,211,577 6,341,778 106,891,519

TOTAL 247,131,986 219,338,713 228,044,906 200,431,023 203,091,405 187,734,825 189,533,773 249,320,762 179,195,761 196,960,053 179,313,754 178,664,443 2,458,761,404


C2 Market Share 0.7% 0.7% 0.8% 0.7% 0.7% 0.7% 0.6% 0.9% 0.8% 1.1% 0.9% 1.0% 0.8%


CBOE 102,667,811 92,251,088 107,417,338 86,187,788 84,157,329 94,714,649 86,976,442 144,033,629 99,446,662 99,532,722 84,075,142 70,602,797 1,152,063,397

CBOE HOLDINGS, INC.

C2 3,120,167 2,826,654 4,126,710 3,491,730 3,915,423 4,639,709 4,402,308 7,148,635 4,800,505 5,628,132 4,836,046 3,882,597 52,818,616

AMEX 45,208,568 47,556,064 57,290,287 47,564,711 48,067,119 50,301,385 46,427,810 71,842,697 54,566,019 56,409,432 49,948,704 43,550,270 618,733,066

BATS 5,817,724 7,024,638 12,054,230 11,438,604 13,487,699 15,222,670 14,455,657 20,885,535 15,196,796 14,414,898 10,841,782 7,498,227 148,338,460

Cleared Total Options Volume BOX ISE 12,003,924 66,147,678 9,679,351 60,962,016 9,990,088 70,541,771 8,878,902 58,270,407 9,002,176 60,599,517 8,849,317 60,859,291 11,747,729 57,326,281 20,021,674 94,831,634 13,068,311 68,820,625 13,908,534 72,101,567 12,103,038 59,808,169 10,426,237 47,817,469 139,679,281 778,086,425

Page 144


Total Exchange Traded Funds Contract Volume By Exchange Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

CBOE 22,203,780 22,030,406 28,850,075 24,104,088 24,120,756 28,744,598 24,364,933 48,791,526 34,441,268 31,552,557 24,953,058 20,923,333 335,080,378

C2 1,390,960 1,395,133 2,400,741 1,989,033 2,572,953 3,405,944 3,190,836 4,936,007 3,379,419 3,417,496 3,120,915 2,071,004 33,270,441

AMEX 14,648,301 16,695,120 22,781,620 17,228,029 20,596,337 22,801,956 18,739,790 35,153,313 25,677,820 24,100,295 22,994,047 18,085,037 259,501,665

Cleared Exchange Traded Funds Option Volume BATS BOX ISE NYSE Arca 2,081,328 2,718,427 22,479,600 14,206,565 2,596,191 2,237,683 22,623,724 15,948,366 4,335,935 2,843,820 28,734,569 19,618,027 3,832,410 2,533,748 22,010,665 12,490,076 5,661,600 3,023,383 24,636,542 16,578,042 6,340,206 3,047,393 27,033,375 19,315,425 5,317,616 4,205,000 24,318,156 15,368,833 9,902,666 8,034,037 47,962,385 32,476,335 6,598,985 5,470,924 34,501,382 21,425,025 5,706,513 5,195,210 34,243,521 19,268,277 4,670,476 4,483,991 27,949,122 16,412,832 2,787,020 3,821,844 22,869,781 13,437,550 59,830,946 47,615,460 339,362,822 216,545,353

PHLX 22,664,335 23,448,123 40,508,320 23,386,263 28,127,190 36,893,530 29,826,751 53,757,270 41,376,520 31,699,515 25,953,125 29,845,567 387,486,509

NSDQ 5,270,232 5,648,950 8,084,713 6,097,532 7,768,602 7,213,336 5,921,953 11,613,431 7,751,375 7,937,684 7,645,818 6,195,925 87,149,551

Cleared Cash Index Options Volume BOX ISE NYSE ARCA 8,872 689,741 91,110 9,227 702,584 55,457 9,982 925,887 96,476 6,666 734,203 104,215 6,412 775,150 136,759 6,159 896,013 83,678 7,299 781,133 78,186 17,995 1,023,150 203,066 13,551 559,477 147,363 8,461 449,910 94,577 8,590 287,909 97,132 4,477 250,818 103,368 107,691 8,075,975 1,291,387

NSDAQ 8,962 9,360 15,889 10,916 13,606 15,167 20,554 15,983 11,845 15,332 11,617 9,617 158,848

Total 23,684,991 22,251,819 30,985,849 21,323,080 23,134,003 30,398,295 27,430,477 48,101,665 31,428,420 30,901,315 26,880,170 21,623,450 338,143,534

Total 107,663,528 112,623,696 158,157,820 113,671,844 133,085,405 154,795,763 131,253,868 252,626,970 180,622,718 163,121,068 138,183,384 120,037,061 1,765,843,125

CBOE C2 Market Share Market Share 21% 1% 20% 1% 18% 2% 21% 2% 18% 2% 19% 2% 19% 2% 19% 2% 19% 2% 19% 2% 18% 2% 17% 2% 19% 2%

Total Cash Index Options Contract Volume By Exchange Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

CBOE 22,484,103 21,003,954 29,197,334 19,979,877 21,595,396 28,631,968 25,938,390 45,848,161 29,985,432 29,298,773 25,639,275 20,474,442 320,077,105

C2

100,282 110,545 105,459 316,286

AMEX 126,682 196,737 254,925 168,678 206,315 189,657 129,900 254,157 239,833 390,234 280,500 154,931 2,592,549

PHLX 275,521 274,500 485,356 318,525 400,365 575,653 475,015 739,153 470,919 543,746 444,602 520,338 5,523,693


C2 Market Share

0.3% 0.4% 0.5% 0.1%

Total Other CBOE Options Contract Volume (CEBOs and Interest Rate) Cleared Other Options Volume Month CBOE Jan 1 Feb 8 Mar 0 Apr 0 May 7 Jun 10 Jul 53 Aug 10 Sep 40 Oct 0 Nov 2 Dec 0 Total 131

CBOE HOLDINGS, INC.

Page 145


CBOE HOLDINGS HISTORICAL TRADING ACTIVITY -- ALL OPTIONS Total CBOE Options Contract Volume On April 26, 1973, CBOE began trading call options. Put option trading was introduced on June 3, 1977. Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

Total 1,152,063,397 1,115,491,922 1,134,764,209 1,193,355,070 944,471,924 674,735,348 468,249,301 361,086,774 283,946,495 267,616,496 306,667,851 326,359,531 254,331,851 206,865,991 187,243,741 173,944,877 178,533,465 183,934,483 140,348,955 121,467,604 121,689,918 129,500,018 126,765,253 111,760,234 182,112,636 180,357,774 148,889,196 123,273,736 82,468,750 75,735,739 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177

Contract Volume Call 577,092,395 592,491,518 611,725,019 587,004,744 469,655,277 354,565,882 247,513,759 198,190,521 160,336,098 148,507,315 117,139,776 208,792,580 162,166,675 122,657,327 112,221,858 100,208,882 100,046,756 98,922,516 79,695,186 68,755,241 70,231,032 73,898,486 79,781,447 70,784,062 115,238,100 114,787,911 100,156,360 78,932,796 57,858,252 50,224,805 40,801,201 42,941,970 30,123,005 30,298,133 23,581,254 21,498,027 14,431,023 5,682,907 1,119,177

CBOE HOLDINGS, INC.

Put 574,971,002 523,000,404 523,039,190 606,350,326 474,816,647 320,169,466 220,735,542 162,896,253 123,610,397 119,109,181 189,528,075 117,566,951 92,165,176 84,208,664 75,021,883 73,735,995 78,486,709 85,011,967 60,653,769 52,712,363 51,458,886 55,601,532 46,983,806 40,976,172 66,874,536 65,569,863 48,732,836 44,340,940 24,610,498 25,510,934 16,782,974 9,974,951 5,256,595 3,979,217 1,257,378

Average Daily Volume 4,571,680 4,426,555 4,503,033 4,716,818 3,762,836 2,688,189 1,858,132 1,432,884 1,126,772 1,061,970 1,236,564 1,295,078 1,009,253 820,897 740,094 684,822 708,466 729,899 554,739 478,219 480,988 511,858 503,037 441,834 719,813 712,877 590,830 487,248 325,963 299,351 277,605 209,158 139,840 136,021 98,566 84,972 57,040 22,462 6,469

Page 146


Total CBOE Options Year-end Open Interest and Dollar Volume

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

Total 287,097,587 294,435,762 268,233,481 246,726,010 277,987,145 226,402,102 180,546,883 154,632,839 126,320,572 93,472,074 81,906,961 53,264,239 47,549,070 19,790,701 15,701,630 11,596,228 10,065,868 8,894,266 7,831,078 5,671,591 4,562,642 3,753,880 3,956,914 3,596,163 3,773,540 4,845,869 5,444,817 4,198,005 7,184,514 5,610,671 4,772,604 3,257,364 2,258,529 2,165,894 1,190,636 1,519,852 1,190,085 543,703 242,825

Open Interest Call 153,763,441 155,064,130 141,397,911 141,588,920 146,952,723 121,058,989 96,452,688 81,910,271 68,527,351 56,719,928 51,447,344 33,792,832 28,187,566 11,816,164 9,414,828 6,869,206 5,872,728 5,374,500 4,795,017 3,517,562 2,679,410 2,304,291 2,689,478 2,453,502 2,863,162 3,426,893 3,788,635 3,103,722 5,325,649 3,884,527 3,449,959 2,633,312 2,048,463 1,976,022 1,831,806 1,519,852 1,190,085 543,703 242,825

CBOE HOLDINGS, INC.

Put 133,334,146 139,371,632 126,835,570 105,137,090 131,034,422 105,343,113 84,094,195 72,722,568 57,793,221 36,752,146 30,459,617 19,471,407 19,361,504 7,974,537 6,286,802 4,727,022 4,193,140 3,519,766 3,036,061 2,154,029 1,883,232 1,449,589 1,267,436 1,142,661 910,378 1,418,976 1,656,182 1,094,283 1,858,865 1,726,144 1,322,645 624,052 210,066 189,872 128,830

Dollar Volume (thousands) Total Call $698,406,153 $331,057,741 $599,332,339 $298,782,674 $638,871,408 $324,804,266 $969,149,693 $359,915,472 $609,419,047 $311,548,311 $311,676,396 $176,160,342 $202,670,123 $112,617,864 $165,796,951 $90,967,813 $148,353,167 $83,446,496 $151,870,740 $63,760,762 $195,013,480 $83,694,213 $324,433,366 $174,504,703 $243,893,100 $162,688,061 $175,124,363 $104,655,792 $145,939,880 $94,343,229 $103,556,272 $68,617,768 $82,499,796 $58,040,292 $67,165,498 $35,881,208 $45,924,523 $28,424,080 $44,499,077 $26,972,202 $50,715,972 $33,414,169 $55,362,874 $29,736,100 $47,312,286 $33,014,811 $39,708,577 $25,515,571 $76,910,854 $50,403,786 $55,902,000 $39,952,000 $38,430,000 $29,645,000 $34,367,000 $24,586,000 $39,444,000 $33,397,000 $32,265,764 $25,164,139 $22,433,636 $17,013,970 $27,893,035 $25,245,995 $13,858,402 $12,131,512 $14,403,416 $12,695,972 $7,996,670 $7,507,300 $9,039,670 $9,039,566 $6,443,327 $6,443,327 $1,657,652 $1,657,652 $449,615 $449,615

Put $367,348,412 $300,549,665 $314,067,141 $609,234,221 $297,870,736 $135,516,054 $90,052,259 $74,829,138 $64,906,670 $88,109,978 $111,319,267 $149,928,663 $81,205,039 $70,468,571 $51,596,651 $34,938,504 $24,459,504 $31,284,290 $17,500,423 $17,526,875 $17,301,803 $25,626,774 $14,297,475 $14,193,006 $26,507,068 $15,950,000 $8,785,000 $9,781,000 $6,047,000 $7,101,625 $5,419,666 $2,647,040 $1,726,890 $17,075,000 $489,370

Page 147


Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

Average Premium Per Contract Total Call $606 $574 $537 $504 $563 $531 $812 $613 $645 $663 $462 $497 $433 $455 $459 $459 $522 $520 $567 $429 $636 $714 $994 $836 $959 $1,003 $847 $853 $779 $841 $595 $685 $462 $580 $365 $363 $327 $357 $366 $392 $417 $476 $428 $402 $373 $414 $355 $360 $422 $437 $310 $348 $205 $305 $318 $346 $499 $597 $426 $501 $390 $417 $527 $588 $392 $403 $420 $419 $322 $318 $420 $446 $294 $402

CBOE HOLDINGS, INC.

Put $639 $575 $600 $1,005 $627 $423 $408 $459 $525 $740 $588 $1,275 $881 $837 $688 $474 $312 $368 $289 $333 $336 $461 $304 $346 $396 $243 $177 $240 $231 $278 $323 $265 $329 $429 $389

Total 20.9 20.4 19.2 19.9 20.0 18.1 19.3 19.5 18.3 17.1 16.2 12.3 11.5 12.9 13.0 14.3 16.5 18.6 15.0 13.8 13.4 13.6 12.9 11.7 12.2 12.9 8.7 8.4 7.7 7.4 7.2 6.1 6.0 5.3 5.1 4.1 3.5 3.4 2.6

Average Contracts Per Trade Call 17.9 17.8 17.0 16.9 16.0 15.0 16.0 16.6 16.0 15.7 9.4 11.0 10.3 11.3 11.4 12.6 14.5 16.8 13.7 12.7 12.5 13.1 12.1 11.2 11.4 12.2 8.7 8.3 7.8 7.5 7.3 6.0 5.8 5.3 5.1

Put 25.0 24.4 22.7 24.1 26.7 23.4 25.1 25.1 22.4 19.2 29.0 15.5 14.3 16.2 16.5 17.5 19.8 21.3 17.3 15.5 14.9 14.3 14.5 12.7 13.7 14.6 8.8 8.6 7.5 7.1 7.0 6.5 7.2 5.7 5.3

Page 148


Total CBOE Options Contract Volume -- All Options

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

Total Volume 1,152,063,397 1,115,491,922 1,134,764,209 1,193,355,070 944,471,924 674,735,348 468,249,301 361,086,774 283,946,495 267,616,496 306,667,851 326,359,531 254,331,851 206,865,991 187,243,741 173,944,877 178,533,465 183,934,483 140,348,955 121,467,604 121,689,918 129,500,018 126,765,253 111,784,045 182,112,636 180,357,774 148,889,091 123,273,736 82,468,750 75,735,739 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177

CBOE HOLDINGS, INC.

Equity Volume 496,905,783 571,281,150 634,710,477 604,024,956 500,964,713 390,657,577 275,646,980 224,316,863 173,033,965 173,207,520 232,851,089 278,585,728 196,460,578 137,951,223 116,031,496 88,456,579 77,040,466 68,974,809 58,710,818 44,968,235 45,255,301 48,486,402 61,902,931 49,393,316 73,315,232 64,744,167 57,523,494 58,674,901 71,695,563 75,721,605 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177

Cash Index Volume 320,077,105 270,006,239 222,781,717 259,496,193 230,517,843 157,575,349 115,657,828 85,420,267 69,675,859 64,003,053 52,009,919 47,397,039 56,202,470 68,282,088 71,136,728 85,394,046 101,427,897 114,743,082 81,573,576 76,442,064 76,384,506 80,944,668 64,645,248 62,250,400 108,352,440 114,834,854 90,822,067 64,356,841 10,662,498

Exchange Traded Funds Volume 335,080,378 274,202,116 277,266,218 329,830,388 212,979,241 126,481,092 76,878,867 51,259,036 41,146,233 30,362,691 21,767,252 334,664 1,626,247 555,920

T-Bond & T-Note Volume

76 7,109 144,356 140,329 207,476 321,021 415,001 241,994 110,689 14,134


9 2,417 5,797 3,523 10,079 21,330 65,626 90,608 90,438 43,232 39,591 42,100 42,556 76,760 75,517 94,252 65,102 216,592 64,561 57,305 50,035 61,839 72,718

Foreign Currency Volume

CEBOs Volume 122 10 48

237,488 457,732 128,529

Page 149


Total C2 Options Contract Volume C2 Options Exchange began trading on October 29, 2010. Year 2011 2010

Total 52,818,616 3,610,470

Contract Volume Call 25,140,382 1,848,447

Put 27,678,234 1,762,023

Total C2 Options Year-end Open Interest and Dollar Volume *NOTE-- Open Interest reflects OI for the entire class. Open Interest* Year Total Call Put 2011 222,127,368 118,413,756 103,713,612 2010 225,574,085 118,599,733 106,974,352

Average Daily Volume 209,598 3,610,470

Dollar Volume (thousands) Total Call $7,959,731 $4,053,704 $497,954 $295,602

Put $3,906,027 $202,353

Total C2 Options Average Premium Per Contract and Average Contracts Per Trade

Year 2011 2010

Average Premium Per Contract Total Call $151 $161 $138 $160

Put $141 $115

Total 16.9 13.8

Average Contracts Per Trade Call 14.8 12.6

Put 19.3 15.3

Total C2 Options Contract Volume -- All Options

Year 2011 2010

Total Volume 52,818,616 3,610,470

CBOE HOLDINGS, INC.

Equity Volume 19,231,889 1,582,764

Cash Index Volume 316,286

Exchange Traded Funds Volume 33,270,441 2,027,706

Page 150


Total Options Contract Volume by Exchange Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

CBOE 1,152,063,397 1,115,491,922 1,134,764,209 1,193,355,070 944,471,924 674,735,348 468,249,301 361,086,774 283,946,495 267,616,496 306,667,851 326,359,531 254,331,851 206,865,991 187,243,741 173,944,877 178,533,465 183,934,483 140,348,955 121,467,604 121,689,918 129,500,018 126,765,253 111,784,045 182,112,636 180,357,774 148,889,091 123,273,736 82,468,750 75,735,739 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177

CBOE HOLDINGS, INC.

C2 52,818,616 3,610,470

AMEX 618,733,066 440,021,234 248,119,861 207,285,283 240,383,466 197,045,745 201,764,835 202,692,231 180,074,903 186,060,672 205,043,075 207,726,689 129,662,189 97,661,673 88,107,842 61,591,891 52,391,899 48,505,380 47,883,957 42,314,942 38,805,589 40,914,962 49,873,264 45,022,497 70,988,990 65,440,500 48,559,122 40,104,605 38,967,725 38,790,852 34,859,475 29,048,323 17,467,018 14,380,959 10,077,578 9,035,767 3,530,564

PHLX 983,485,204 846,895,365 606,458,952 547,456,114 407,975,849 273,128,017 162,619,052 133,404,843 112,705,597 88,955,247 101,841,724 76,549,892 48,125,415 42,844,295 30,364,035 21,938,865 22,000,030 25,704,131 25,699,888 22,947,867 22,365,110 22,808,688 27,970,765 23,165,112 29,155,308 24,467,468 18,134,575 16,109,050 16,808,125 13,466,652 10,009,565 7,758,101 4,952,737 3,270,378 2,195,307 1,274,702 140,982

NYSE ARCA 495,343,827 488,093,760 421,349,395 416,938,764 335,838,547 196,586,356 144,780,498 103,262,458 86,152,637 85,426,649 102,637,138 108,541,840 75,801,209 58,971,239 46,686,240 33,881,762 30,905,131 20,929,869 16,364,744 13,066,618 13,852,604 13,881,269 18,091,434 13,349,148 19,410,875 14,075,872 12,793,451 11,366,056 11,155,906 9,309,563 6,952,567 5,486,590 3,856,344 3,289,968 1,925,031 550,194

ISE 778,086,425 745,175,111 960,247,551 1,007,661,590 804,359,093 591,961,518 448,695,669 360,852,519 244,979,023 152,399,279 65,353,969 7,565,684

BOX 139,679,281 91,754,121 137,784,626 178,650,541 129,797,339 94,390,602 78,202,185 20,741,271

NSDQ 194,199,918 142,922,225 103,912,524 31,225,219

BATS 148,338,460 25,103,245

NYSE

MSE

1,421,260 3,438,990 2,885,698 2,300,700 2,052,965 2,177,041 2,059,969 2,817,811 4,315,944 2,627,789 3,499,095 4,823,782 4,426,855 4,093,816 656,480

45,239 107,453

1,518,611 2,609,164 2,012,363 600,780 15,237

Page 151

NASD

Total 4,562,748,194 3,899,067,453 3,612,637,118 3,582,572,581 2,862,826,218 2,027,847,586 1,504,311,540 1,182,040,096 907,858,655 780,458,343 781,543,757 726,743,636 507,920,664 406,343,198 353,823,118 294,796,385 286,716,223 281,374,563 232,350,509 201,974,072 198,773,190 209,922,748 227,016,660 195,948,591 305,166,904 289,210,635 232,910,547 194,947,263 150,056,986 137,302,806 109,405,782 96,728,546 64,264,863 57,231,018 39,637,328 32,373,927 18,102,569 5,682,907 1,119,177


HISTORICAL TRADING ACTIVITY-- EQUITY OPTIONS CBOE Equity Options Contract Volume

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 253 253 253 253 253 252 252 253 253 253 173

CBOE HOLDINGS, INC.

Total 496,905,783 571,281,150 634,710,477 604,024,956 500,964,713 390,657,577 275,646,980 224,316,863 173,033,965 173,207,520 232,851,089 278,585,728 196,460,578 137,951,223 116,031,496 88,456,579 77,040,466 68,974,809 58,710,818 44,968,235 45,255,301 48,486,402 61,902,931 49,393,316 73,315,232 64,744,167 57,523,599 58,674,907 71,695,563 75,721,605 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177

Contract Volume Call 302,589,878 361,903,853 385,177,721 340,379,270 303,103,478 242,452,904 171,904,795 144,135,153 113,319,401 105,620,741 83,199,296 187,771,263 137,621,936 93,220,846 80,677,086 62,902,214 54,736,660 48,113,043 41,515,962 32,039,653 32,055,783 34,417,287 47,641,419 37,904,233 56,423,959 50,022,504 44,008,742 42,938,367 52,594,594 50,214,419 40,801,201 42,941,970 30,123,005 30,298,133 23,581,254 21,498,027 14,431,023 5,682,907 1,119,177

Put 194,315,905 209,377,297 249,532,756 263,645,686 197,861,235 148,204,673 103,742,185 80,181,710 59,714,564 67,586,779 149,651,793 90,814,465 58,838,642 44,730,377 35,354,410 25,554,365 22,303,806 20,861,766 17,194,856 12,928,582 13,199,518 14,069,115 14,261,512 11,489,083 16,891,273 14,721,663 13,514,857 15,736,540 19,100,969 25,507,186 16,782,974 9,974,951 5,256,595 3,979,217 1,257,378

Average Daily Volume 1,971,848 2,266,989 2,518,692 2,387,450 1,995,875 1,556,405 1,093,837 890,146 686,643 687,331 938,916 1,105,499 779,605 547,425 458,623 348,254 305,716 273,710 232,059 177,040 178,875 191,646 245,647 195,231 289,784 255,906 228,268 231,917 283,382 299,295 277,605 209,158 139,840 136,021 98,566 84,972 57,040 22,462 6,469

Page 152


CBOE Equity Options Open Interest and Dollar Volume

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 253 253 253 253 253 252 252 253 253 253 173

CBOE HOLDINGS, INC.

Total 198,126,396 209,185,157 188,281,057 187,131,615 219,737,693 187,953,281 151,157,355 131,498,380 108,666,567 81,343,419 73,887,799 49,944,375 43,773,835 16,238,394 12,419,614 9,121,888 7,350,437 6,028,581 5,642,471 3,781,653 2,783,155 2,459,695 2,944,944 2,706,148 3,027,620 3,773,319 4,101,981 3,532,286 6,840,625 5,610,671 4,772,604 3,257,364 2,258,529 2,165,894 1,960,636 1,519,852 1,190,085 543,703 242,825

Open Interest Call 114,997,656 120,446,391 107,207,719 112,103,811 124,228,333 105,349,889 83,872,112 72,327,968 60,739,426 50,202,050 47,364,846 32,216,400 26,688,057 10,310,315 8,113,173 6,024,657 4,865,786 4,089,047 3,904,005 2,705,913 1,955,738 1,731,851 2,238,981 2,023,117 2,463,979 2,890,993 3,089,567 2,694,296 5,124,492 3,884,527 3,449,959 2,633,312 2,048,463 1,976,022 1,831,806 1,519,852 1,190,085 543,703 242,825

Put 83,128,740 88,738,766 81,073,338 75,027,804 95,509,360 82,603,392 67,285,243 59,170,412 47,927,141 31,141,369 26,522,953 17,727,975 17,085,778 5,928,079 4,306,441 3,097,231 2,484,651 1,939,534 1,738,466 1,075,740 827,417 727,844 705,963 683,031 563,641 882,326 1,012,414 837,790 1,716,133 1,726,144 1,322,645 624,052 210,066 189,872 128,830

Dollar Volume (thousands) Total Call $102,652,276 $62,128,925 $102,892,319 $63,378,204 $111,455,038 $62,936,609 $172,277,231 $77,708,400 $150,642,889 $104,906,569 $99,059,458 $66,499,081 $61,225,819 $42,672,371 $44,009,316 $30,291,322 $34,107,920 $23,358,678 $38,561,160 $19,883,468 $82,289,683 $36,395,995 $193,045,390 $113,149,682 $123,162,126 $97,096,772 $57,183,718 $41,780,348 $41,741,218 $31,378,668 $30,022,394 $23,635,014 $22,173,991 $17,162,494 $17,033,086 $12,044,017 $15,135,317 $11,370,936 $11,296,632 $8,156,397 $11,463,090 $8,689,214 $12,464,706 $8,886,631 $19,514,223 $15,190,793 $12,012,403 $9,682,054 $25,833,348 $20,551,949 $19,544,336 $16,459,993 $15,801,517 $13,415,012 $18,644,743 $14,865,730 $35,796,506 $31,388,075 $32,265,764 $25,164,139 $22,433,636 $17,013,970 $27,893,035 $25,245,995 $13,858,402 $12,131,512 $14,403,416 $12,695,972 $7,996,670 $7,507,300 $9,039,566 $6,443,327 $1,657,652 $449,615

Page 153

Put $40,523,351 $39,514,115 $48,518,428 $94,568,831 $45,736,320 $32,560,377 $18,553,448 $13,717,994 $10,749,241 $18,677,692 $45,893,688 $79,895,708 $26,065,354 $15,403,370 $10,362,550 $6,387,380 $5,011,497 $4,989,069 $3,764,381 $3,140,236 $2,773,876 $3,578,075 $4,323,430 $2,330,349 $5,281,399 $3,094,343 $2,386,504 $3,779,013 $4,408,431 $7,101,625 $5,419,666 $2,647,040 $1,726,890 $1,707,444 $489,370


CBOE Equity Options Average Premium Per Contract and Average Contracts Per Trade

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

Average Premium Per Contract Total Call $207 $205 $180 $175 $176 $163 $285 $228 $301 $346 $254 $274 $222 $248 $196 $210 $197 $206 $223 $188 $353 $513 $693 $603 $627 $706 $415 $448 $360 $389 $339 $376 $288 $314 $247 $250 $258 $274 $251 $255 $253 $271 $257 $258 $315 $319 $243 $255 $352 $364 $302 $329 $275 $305 $318 $346 $499 $597 $426 $501 $390 $417 $527 $588 $392 $403 $420 $419 $322 $318 $420 $420 $446 $446 $294 $294 $402 $402

CBOE HOLDINGS, INC.

Put $209 $189 $194 $359 $231 $220 $179 $171 $180 $276 $327 $880 $443 $344 $293 $250 $225 $239 $219 $243 $210 $254 $303 $203 $313 $210 $177 $240 $231 $278 $323 $265 $329 $429 $389

Average Contracts Per Trade Total Call 12.9 12.8 13.9 13.7 13.8 13.2 17.0 13.9 16.7 13.8 15.1 12.6 16.4 13.8 17.3 14.9 16.4 14.7 15.8 14.6 15.8 7.2 11.4 10.4 10.2 9.5 10.7 9.8 10.4 9.7 10.4 9.9 11.1 10.6 12.2 11.9 10.4 10.2 9.1 9.1 9.2 9.0 9.5 9.7 10.2 10.0 8.8 8.8 8.6 8.6 8.5 8.5 8.7 8.7 8.4 8.3 7.7 7.8 7.4 7.5 7.2 7.3 6.1 6.0 6.0 5.8 5.3 5.3 5.1 5.1 4.1 4.1 3.5 3.5 3.4 3.4 2.6 2.6

Put 13.2 14.1 14.8 23.7 25.0 22.2 23.6 24.3 21.2 18.1 28.2 14.2 12.1 13.0 12.4 11.6 12.5 12.9 11.0 9.3 9.7 9.3 10.8 9.1 8.6 8.4 8.8 8.6 7.5 7.2 7.0 6.5 7.2 5.7 5.3

Page 154


C2 Equity Options Contract Volume

Year 2011 2010

Trading Days 252 44

Total 19,231,889 1,582,764

Contract Volume Call 11,263,334 1,008,164

Put 7,968,555 574,600

Average Daily Volume 76,317 35,972

C2 Equity Options Open Interest and Dollar Volume

Year 2011 2010

Trading Days 252 44

Total 152,058,318 161,147,858

Open Interest Call 87,871,687 93,318,095

Put 64,186,631 67,829,763

Dollar Volume (thousands) Total Call $3,100,623 $1,864,037 $280,621 $192,939

Put $1,236,586 $87,682

C2 Equity Options Average Premium Per Contract and Average Contracts Per Trade

Year 2011 2010


CBOE HOLDINGS, INC.

Put $155 $153

Average Contracts Per Trade Total Call 11.0 11.0 9.9 10.1

Put 11.1 9.4

Page 155


Equity Options Contract Volume by Exchange

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973

Cleared Equity Options Volume CBOE C2 496,905,783 19,231,889 571,281,150 1,582,764 634,710,477 604,024,956 500,964,713 390,657,577 275,646,980 224,316,863 173,033,965 173,207,520 232,851,089 278,585,728 196,460,578 137,951,223 116,031,496 88,456,579 77,040,466 68,974,809 58,710,818 44,918,235 45,255,301 48,486,402 61,902,931 49,393,231 73,315,232 64,744,167 57,523,599 58,674,901 71,695,563 75,721,605 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177

AMEX 356,638,852 286,077,480 166,605,560 117,745,266 158,940,325 141,858,034 155,020,082 160,354,728 142,184,749 145,258,377 167,713,954 192,032,222 126,821,276 94,332,281 83,926,288 57,082,441 48,886,858 44,810,966 43,390,722 36,067,822 32,829,447 34,197,819 41,579,453 37,470,045 52,770,659 47,140,205 36,099,739 33,076,866 36,199,701 38,766,996 34,859,475 29,048,323 17,467,018 14,380,959 10,077,578 9,035,767 3,530,564

PHLX 590,475,002 548,861,274 427,432,643 409,003,309 331,458,236 231,789,665 138,878,659 107,404,566 89,060,733 78,435,997 92,955,040 72,135,321 44,086,183 37,871,930 25,021,282 16,325,194 14,739,706 13,016,116 11,411,065 10,408,628 11,803,703 12,443,833 16,768,793 13,092,707 18,088,192 15,054,738 12,068,358 15,982,001 16,607,806 13,466,652 10,009,565 7,758,101 4,952,737 3,270,378 2,195,307 1,274,702 140,982

NYSE ARCA 277,507,087 304,747,309 271,897,478 266,142,594 259,399,433 168,521,298 127,621,679 88,909,404 71,112,677 71,433,006 95,646,008 108,533,862 75,770,940 58,930,521 46,606,429 33,839,202 30,852,968 20,861,609 16,203,312 12,996,923 13,781,027 13,750,956 17,865,387 13,068,755 18,951,794 13,941,683 12,700,805 11,191,471 11,155,906 9,309,563 6,952,567 5,486,590 3,856,344 3,289,968 1,925,031 550,194

ISE 430,647,628 469,905,753 672,142,392 687,799,217 603,361,649 484,184,624 384,016,841 322,767,111 225,829,026 140,343,022 59,201,203 7,565,684

BOX 91,956,130 68,164,391 74,924,326 99,654,631 95,509,373 77,480,159 61,318,465 16,457,048

NSDQ 106,891,519 90,250,112 52,672,323 13,135,332

BATS 88,507,514 15,155,045

MSE*

NYSE**

1,413,206 3,414,471 2,860,273 2,269,165 2,010,184 2,042,844 1,901,208 2,546,734 3,723,184 1,902,900 1,305,974 1,050,152 163,593

1,518,611 2,609,164 2,012,363 600,780 15,237

Total 2,458,761,404 2,356,025,278 2,300,385,199 2,197,505,305 1,949,633,729 1,494,491,357 1,142,502,706 920,209,720 701,221,150 608,677,922 648,367,294 658,852,817 443,138,977 329,085,955 272,998,701 199,117,887 174,380,271 149,932,665 131,726,101 106,484,452 104,850,686 111,425,744 141,839,748 114,927,638 164,431,851 141,930,945 118,556,094 118,925,239 135,658,976 137,264,816 109,405,782 96,728,546 64,264,863 57,231,018 39,637,328 32,373,927 18,102,569 5,682,907 1,119,177

CBOE C2 % Share of % Share of Total Volume Total Volume 20.2 0.8 24.2 0.1 27.6 27.5 25.7 26.1 24.0 24.0 24.7 28.5 35.9 42.3 44.3 41.9 42.5 44.4 44.2 46.0 44.6 42.2 43.2 43.5 43.6 43.0 44.6 45.6 48.5 49.3 52.8 55.2 52.6 54.7 55.1 59.9 62.7 66.4 79.7 100.0 100.0

*The Midwest Stock Exchange (presently the Chicago Stock Exchange) options program began in 1976 and was consolidated with the CBOE on June 2, 1980. **The New York Stock Exchange began trading options in June 1985. On April 28, 1997, CBOE assumed all NYSE options business.

CBOE HOLDINGS, INC.

Page 156


CBOE Equity LEAPS Contract Volume

Year 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991

Trading Days 252 253 251 251 252 252 252 252 248 252 252 252 253 254 252 252 253 254 253

CBOE HOLDINGS, INC.

Total 50,333,181 44,892,521 44,472,769 44,657,572 37,153,710 28,285,579 23,177,623 21,149,572 21,068,576 18,320,847 12,495,220 7,193,811 5,146,780 3,573,877 3,532,779 2,919,657 2,571,321 1,547,717 625,642

Contract Volume Call 30,547,604 26,583,106 26,378,831 26,971,479 20,386,596 16,526,854 13,389,335 12,530,244 7,228,812 12,913,284 8,828,450 5,109,298 3,677,210 2,538,756 2,463,099 2,169,929 1,866,891 1,182,606 497,984

Put 19,785,577 18,309,415 18,093,938 17,686,093 16,767,114 11,758,725 9,788,288 8,619,328 13,839,764 5,407,563 3,666,770 2,084,513 1,469,570 1,035,121 1,069,680 749,728 704,430 365,111 127,658

Average Daily Volume 199,735 177,441 177,182 177,919 147,435 112,244 91,975 83,927 84,954 72,702 49,584 28,547 20,343 14,070 14,019 11,586 10,163 6,093 2,473

Open Interest Total Call 38,082,002 22,133,107 36,740,700 21,935,772 53,729,657 29,861,284 51,039,824 28,754,537 45,169,499 24,466,273 41,145,160 21,129,138 35,790,932 18,535,560 30,405,272 17,362,660 17,881,440 11,694,927 9,220,251 5,859,826 6,331,538 3,738,715 2,623,740 1,730,927 1,749,909 1,114,337 2,467,906 841,547 1,042,392 665,976 957,380 618,975 846,057 543,649 508,781 365,887 199,109 150,230

Page 157

Put 15,948,895 14,804,928 23,868,373 22,285,287 20,703,226 20,016,022 17,255,372 13,042,612 6,186,513 3,360,425 2,592,823 892,813 635,572 1,626,359 376,416 338,405 302,408 142,894 48,879


HISTORICAL TRADING ACTIVITY -- CASH INDEX OPTIONS* CBOE Total Cash Index Option Contract Volume

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 205

Total 320,077,105 270,006,239 222,781,717 259,496,193 230,517,843 157,575,349 115,657,828 85,420,267 69,675,859 64,003,053 52,009,919 47,397,039 56,202,470 68,282,088 71,136,728 85,394,046 101,427,897 114,743,082 81,573,576 76,442,064 76,384,506 80,944,668 64,645,248 62,250,400 108,352,440 114,834,854 90,822,067 64,356,917 10,662,498

Contract Volume Call 143,681,595 119,721,662 99,594,019 111,563,267 95,055,959 65,889,878 46,589,168 34,457,279 30,696,013 27,420,035 21,645,888 20,870,522 23,526,840 29,106,264 31,506,552 37,256,032 45,270,975 50,701,273 38,146,429 36,683,601 38,148,456 39,449,611 31,991,176 32,804,412 58,548,350 64,312,356 55,805,515 35,860,918 5,187,861

Put 176,395,510 150,284,577 123,187,698 147,932,926 135,461,884 91,685,471 69,068,660 50,962,988 38,979,846 36,583,018 30,364,031 26,526,517 32,675,630 39,175,824 39,630,176 48,138,014 56,156,922 64,041,809 43,427,147 39,758,463 38,236,050 41,495,057 32,654,072 29,445,988 49,804,090 50,522,498 5,016,552 28,495,999 5,474,637

Average Daily Volume 1,270,147 1,071,453 884,054 1,025,677 918,398 627,790 458,960 338,969 276,492 253,980 209,717 188,083 233,026 270,961 281,173 336,197 400,901 455,330 322,425 300,953 301,915 319,939 256,529 246,049 428,271 453,893 358,981 254,375 52,012

*Includes LEAPS for 1990-1998. 1999 & 2000 data includes LEAPS and FLEX.

CBOE HOLDINGS, INC.

Page 158


CBOE Total Cash Index Option Open Interest and Dollar Volume

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983

Open Interest in Contracts Total Call 15,261,775 6,148,200 17,094,958 7,442,072 16,896,384 7,822,582 15,001,141 6,437,670 13,510,217 5,448,068 13,590,215 5,712,398 10,710,125 4,419,799 7,873,906 2,813,149 6,219,688 2,540,180 5,116,156 2,524,734 4,075,603 1,862,987 3,317,081 1,575,805 3,706,451 1,459,002 3,232,699 1,308,280 3,273,034 1,296,473 2,467,906 841,547 2,708,600 1,003,661 2,844,191 1,273,899 2,185,174 889,577 1,887,202 809,961 1,774,620 719,990 1,289,914 569,727 1,005,657 445,741 880,985 422,233 741,736 396,658 1,010,739 501,142 1,286,108 668,340 647,821 398,057 334,510 195,682

CBOE HOLDINGS, INC.

Put 9,113,575 9,652,886 9,073,802 8,563,471 8,062,149 7,877,817 6,290,326 5,060,757 3,679,508 2,591,422 2,212,616 1,741,276 2,247,449 1,924,419 1,976,561 1,626,359 1,704,939 1,570,292 1,295,597 1,077,241 1,054,630 720,187 559,916 458,752 345,078 509,597 617,768 249,764 138,828

Total $536,337,242,696 $451,444,699,759 $474,272,665,556 $701,965,854,990 $393,277,382,801 $180,949,552,849 $124,362,155,959 $111,789,605,607 $106,423,859,606 $106,269,617,884 $103,304,236,589 $131,117,652,021 $119,740,401,583 $117,705,321,296 $104,182,695,225 $73,513,538,077 $60,314,791,589 $50,092,654,182 $30,777,982,925 $33,195,348,189 $39,245,357,743 $42,880,469,686 $27,505,936,771 $27,478,205,683 $50,536,478,841 $35,358,087,000 $21,623,424,000 $15,356,000,000 $3,396,000,000

Dollar Volume Call $245,133,130,659 $216,117,491,616 $235,806,525,790 $243,474,615,645 $184,204,220,553 $97,982,423,326 $63,417,089,377 $56,858,870,118 $56,846,355,697 $40,964,533,127 $40,990,346,222 $61,270,306,288 $64,882,929,610 $62,741,413,439 $62,957,704,514 $44,971,815,222 $40,872,092,367 $23,813,355,297 $17,047,779,862 $18,812,242,598 $24,321,846,057 $20,840,458,316 $17,563,299,309 $15,658,723,033 $29,612,693,832 $22,843,990,000 $15,471,594,000 $9,534,000,000 $1,882,000,000

Put $291,204,112,037 $235,327,208,143 $238,466,139,766 $458,491,239,345 $209,073,162,248 $82,967,129,523 $60,945,066,582 $54,930,735,489 $49,577,503,909 $65,305,084,757 $62,313,890,367 $69,847,345,733 $54,857,471,973 $54,963,907,857 $41,224,990,711 $28,541,722,854 $19,442,699,211 $26,279,298,885 $13,730,203,063 $14,383,105,591 $14,523,511,686 $22,040,011,370 $9,942,637,462 $11,819,482,650 $20,923,785,009 $12,514,097,000 $6,151,830,000 $5,822,000,000 $1,514,000,000

Page 159


CBOE Total Cash Index Option Average Premium Per Contract and Average Contracts Per Trade

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983

Average Premium Per Contract Total Call $1,676 $1,706 $1,672 $1,805 $2,129 $2,368 $2,705 $2,182 $1,706 $1,938 $1,148 $1,487 $1,075 $1,361 $1,309 $1,650 $1,527 $1,852 $1,660 $1,494 $1,986 $1,894 $2,766 $2,936 $2,131 $2,758 $1,724 $2,156 $1,465 $1,998 $861 $1,207 $595 $903 $437 $470 $377 $447 $434 $513 $514 $648 $530 $528 $425 $549 $441 $477 $466 $506 $308 $355 $238 $277 $239 $266 $318 $363

CBOE HOLDINGS, INC.

Put $1,651 $1,566 $1,936 $3,099 $1,543 $905 $882 $1,078 $1,272 $1,785 $2,052 $2,633 $1,679 $1,403 $1,040 $593 $346 $410 $316 $362 $380 $531 $304 $401 $420 $248 $207 $204 $277

Average Contracts Per Trade Total Call 51.8 47.0 52.5 48.4 52.6 49.6 51.1 46.0 55.4 49.8 49.2 45.5 42.2 36.8 32.9 28.5 25.6 25.9 23.0 23.7 24.7 24.1 22.7 22.1 21.1 21.3 22.1 21.5 22.0 20.6 23.5 22.8 26.1 26.3 27.3 27.7 22.1 21.7 19.7 19.6 18.3 18.4 18.3 19.0 17.2 17.4 15.7 16.5 16.9 16.8 18.2 18.2 18.6 18.4 17.7 17.1 12.6 10.2

Put 56.6 56.2 55.3 55.9 60.2 52.4 46.9 36.7 25.4 22.4 25.2 23.1 21.0 22.6 23.4 24.1 25.9 27.0 22.4 19.8 18.2 17.6 17.0 14.9 17.0 18.2 18.8 18.0 10.9

Page 160


OEX® (S&P 100®) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 205

Total 6,816,440 10,837,448 9,049,978 11,104,220 14,908,116 17,106,482 18,672,964 16,426,392 14,343,992 13,530,159 10,399,217 15,557,421 25,761,292 33,425,854 36,595,576 54,929,246 69,633,460 81,824,650 64,031,944 62,427,272 63,935,546 68,846,535 58,371,337 57,433,506 101,827,077 113,151,085 90,804,930 64,288,445 10,595,664

Contract Volume Call 2,700,323 5,531,696 4,335,501 5,371,194 6,186,250 7,699,626 8,919,153 7,993,875 6,994,379 6,534,139 4,840,572 7,047,058 11,253,040 15,458,446 17,580,145 24,967,860 31,416,311 36,995,171 30,628,988 30,600,646 32,173,041 33,616,840 28,716,525 30,221,224 55,158,010 63,392,789 55,795,875 35,823,507 5,145,533

Put 4,116,117 5,305,752 4,714,477 5,733,026 8,721,866 9,406,856 9,753,811 8,432,517 7,349,613 6,996,020 5,558,645 8,510,363 14,508,252 17,967,408 19,015,431 29,961,386 38,217,149 44,829,479 33,402,956 31,826,606 31,762,505 35,229,695 29,654,812 27,212,282 46,669,067 49,758,296 35,009,055 28,464,938 5,450,131

Average Daily Volume 27,049 43,006 35,913 43,890 59,395 68,153 74,099 65,184 56,921 53,691 41,932 61,736 102,227 132,642 144,647 216,257 276,323 324,701 253,091 245,797 252,710 272,121 231,632 227,010 402,479 447,237 360,337 254,105 51,686

Open Interest

Average Daily Volume 4,957 9,500 8,853 9,797 11,301 14,768 7,629 7,145 7,672 6,778 3,851

Open Interest

98,673 163,533 224,838 156,726 230,624 252,264 265,058 318,690 254,488 183,355 192,011 179,371 287,980 312,805 398,483 422,220 617,825 817,447 805,661 664,527 783,581 575,633 548,506 566,323 500,369 871,043 1,285,447 647,810 332,007

XEO® (S&P 100® European Style) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001

Trading Days 252 252 252 253 251 251 252 252 252 252 123

CBOE HOLDINGS, INC.

Total 1,249,065 2,393,982 2,230,935 2,478,564 2,836,627 3,706,720 1,922,543 1,800,574 1,933,355 1,708,074 473,625

Contract Volume Call 592,397 1,210,464 1,101,686 1,105,721 1,326,271 1,254,967 948,157 842,544 962,550 797,153 187,189

Put 656,668 1,183,518 1,129,249 1,372,843 1,510,356 2,451,753 974,386 958,030 970,805 910,921 286,436

46,628 44,881 86,869 154,765 111,093 220,931 67,358 80,488 78,386 72,902 62,997

Page 161


SPX® (S&P 500®) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 127

Total 197,509,449 175,291,508 154,869,646 179,045,021 158,084,691 104,312,673 71,802,558 49,472,117 36,754,720 29,939,598 24,271,222 23,290,194 24,699,878 25,708,136 26,494,543 24,844,808 26,726,023 28,016,776 16,454,282 13,420,174 11,924,719 12,089,035 6,273,911 4,816,894 6,204,793 1,682,808 7,762 11,970 14,093

Contract Volume Call 70,328,866 66,811,419 61,997,990 67,489,789 55,560,969 40,128,731 26,511,165 17,781,545 15,458,872 12,680,856 10,165,544 10,202,047 10,160,737 10,383,764 10,276,751 10,032,433 11,638,290 11,667,855 7,183,029 5,990,574 5,850,383 5,829,971 3,274,651 2,583,188 3,199,564 919,026 4,949 5,065 6,210

Put 127,180,583 108,480,089 92,871,656 111,555,232 102,523,722 64,183,942 45,291,393 31,690,572 21,295,848 17,258,742 14,105,678 13,088,147 14,539,141 15,324,372 16,217,792 14,812,375 15,087,733 16,348,921 9,271,253 7,429,600 6,074,336 6,259,064 2,999,260 2,233,706 3,005,229 763,782 2,813 6,905 7,883

Average Daily Volume 783,768 695,601 614,562 707,688 629,819 415,588 284,931 196,318 145,852 118,808 97,868 92,421 98,015 102,016 104,722 97,814 106,056 111,178 65,037 52,835 47,133 47,783 24,952 19,039 24,525 6,786 31 47 111

Open Interest 10,802,844 11,328,729 10,735,915 10,372,650 8,187,410 7,848,785 6,080,323 4,965,807 3,839,585 3,169,415 2,674,608 2,496,349 2,850,523 1,730,794 1,606,318 1,339,651 1,352,837 1,282,485 1,098,660 993,922 726,085 708,577 457,151 314,662 241,367 139,696 661 11 2,503


Open Interest

XSP (Mini S&P 500®) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005

Trading Days 252 252 252 253 251 251 47

CBOE HOLDINGS, INC.

Total 92,504 268,399 819,013 2,853,825 1,535,570 1,771,820 709,820

Contract Volume Call 31,268 135,603 389,451 1,212,293 641,738 799,620 382,038

Put 61,236 132,796 429,562 1,641,532 893,832 972,200 327,782

367 1,065 3,250 11,280 6,118 7,059 15,103

25,733 44,383 77,763 239,870 319,528 937,330 981,280

Page 162


DJX (Dow Jones Industrial Average®) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252 61

Total 1,673,765 2,827,082 4,327,086 7,350,475 7,770,015 7,699,769 6,887,691 7,347,145 10,193,708 12,114,841 8,958,075 3,763,077 3,319,804 4,281,731 2,029,938

Contract Volume Call 795,953 1,181,844 1,949,256 3,340,939 4,243,436 4,133,477 3,540,252 3,512,773 4,595,606 4,141,448 2,666,528 1,635,695 1,015,438 1,399,234 902,050

Put 877,812 1,645,238 2,377,830 4,009,536 3,526,579 3,566,292 3,347,439 3,834,372 5,598,102 7,973,393 6,291,547 2,127,382 2,304,366 2,882,497 1,127,888

Average Daily Volume 6,642 11,219 17,171 29,053 30,956 30,676 27,332 29,155 40,451 48,075 36,121 14,933 13,174 16,991 33,278

Open Interest 226,948 332,348 402,622 518,202 584,685 616,155 622,265 584,402 603,906 822,035 562,428 223,569 437,654 343,556 464,792

Put 3,261,068 3,130,768 2,253,239 3,290,482 3,969,156 4,338,654 3,609,051 2,201,164 1,043,479 673,618 919,625 1,372,800 802,957 788,428 971,128 1,720,863 1,200,377 800,685

Average Daily Volume 21,076 22,009 17,210 24,059 29,311 30,878 25,163 14,002 6,439 4,750 6,467 9,181 5,442 6,203 8,148 12,662 8,263 5,986

Open Interest 262,889 287,789 629,287 340,449 379,214 475,088 653,883 276,491 180,218 70,931 35,665 68,220 86,442 20,375 31,158 36,859 83,364 39,369

NDX (Nasdaq-100 Index®) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252 253 254 252 227

CBOE HOLDINGS, INC.

Total 5,311,148 5,546,210 4,336,877 6,086,941 7,357,166 7,750,477 6,341,052 3,528,556 1,622,687 1,196,900 1,603,884 2,313,580 1,371,349 1,563,242 2,061,376 3,216,041 2,082,335 1,358,930

Contract Volume Call 2,050,080 2,415,442 2,083,638 2,796,459 3,388,010 3,411,823 2,732,001 1,327,392 579,208 523,282 684,259 940,780 568,392 774,814 1,090,248 1,495,178 881,058 558,245

Page 163


MNX (Mini Nasdaq-100 Index®) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000

Trading Days 252 252 252 253 251 251 252 252 252 252 248 93

Total 271,901 654,793 1,723,896 4,792,951 4,577,696 5,198,989 6,157,513 5,503,345 4,034,201 4,993,791 6,325,335 1,468,469

Contract Volume Call 170,112 276,314 782,310 2,174,127 1,765,655 2,414,079 2,760,217 2,498,691 1,798,884 2,506,047 3,084,290 756,636

Put 101,789 378,479 941,586 2,618,824 2,812,041 2,784,910 3,397,296 3,004,654 2,235,317 2,487,744 3,241,045 711,740

Average Daily Volume 1,079 2,598 6,841 18,944 18,238 20,713 24,435 21,839 16,009 19,817 25,505 15,790

Open Interest 157,354 341,587 753,040 1,311,788 1,377,795 1,710,028 1,627,837 1,528,121 1,125,454 694,679 589,386 268,086

Put 5,390,087 5,665,727 6,037,414 9,234,709 4,459,289 1,219,352 684,466 553,363 374,940 229,322 182,424 638,047 407,180 493,034 267,467 209,254 213,542 458,232 261,179 20,217

Average Daily Volume 36,361 38,547 47,798 72,129 32,359 8,593 4,313 3,530 2,432 1,533 1,311 3,316 3,260 3,477 2,438 1,529 1,258 2,583 1,956 1,145

Open Interest 539,873 725,962 808,603 1,300,793 1,648,601 639,926 217,879 94,214 117,599 95,467 91,373 64,663 33,322 57,215 34,035 55,901 24,754 46,817 76,896 21,499


Open Interest

RUT (Russell 2000 Index®) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252 253 254 252 252 253 35

Total 9,163,017 9,713,843 12,045,122 18,248,587 8,122,116 2,156,819 1,086,807 889,448 612,790 386,262 325,157 835,614 821,565 876,158 616,882 388,399 317,099 651,009 494,980 40,086

Contract Volume Call 3,772,930 4,048,116 6,007,708 9,013,878 3,662,827 937,467 402,341 336,085 237,850 156,940 142,733 197,567 414,385 383,124 349,415 179,145 103,557 192,777 233,801 19,869

RVX (Russell 2000 Volatility Index Options) Contract Volume and Open Interest

Year 2009 2008 2007

Trading Days 252 253 66

CBOE HOLDINGS, INC.

Total

961 31,706 32,502

Contract Volume Call 378 8,341 14,497

Put

583 23,365 18,005

4 125 492

0 153 2,489

Page 164


VIX (CBOE S&P 500 Volatility Index®) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006

Trading Days 252 252 252 253 251 251

Total 97,988,951 62,452,232 33,328,163 25,947,655 23,388,366 5,050,638

Contract Volume Call 63,239,376 38,107,437 20,925,987 18,544,852 17,663,899 4,062,588

Put 34,749,575 24,344,795 12,402,176 7,402,803 5,724,467 988,050

Average Daily Volume 388,845 247,826 132,255 102,560 93,181 23,491

Open Interest 3,100,814 3,820,251 3,167,874 555,832 566,520 697,011


Open Interest

VXN (NASDAQ Volatility Index Options) Contract Volume and Open Interest

Year 2009 2008 2007

Trading Days 252 253 64

CBOE HOLDINGS, INC.

Total

37 2,780 4,639

Contract Volume Call 20 1,778 2,654

Put

17 1,002 1,985

0 11 72

0 21 386

Page 165


C2 Total Cash Index Option Contract Volume

Year 2011

Trading Days 62

Total 316,286

Contract Volume Call 122,504

Put 193,782

Average Daily Volume 5,101

Total $362,019,377

Dollar Volume Call $194,198,365

C2 Total Cash Index Option Open Interest and Dollar Volume

Year 2011

Open Interest in Contracts Total Call 41,573 11,922

Put 29,651

Put $167,821,012

C2 Total Cash Index Option Average Premium Per Contract and Average Contracts Per Trade

Year 2011

Average Premium Per Contract Total Call $1,145 $1,585

Put $866

Total

Average Contracts Per Trade Call 8.8 8.0

Put

9.3

SPXpm (S&P 500®) Contract Volume and Open Interest

Year 2011

Trading Days 62

CBOE HOLDINGS, INC.

Total 316,286

Contract Volume Call 122,504

Put 193,782

Average Daily Volume 5,101

Open Interest

41,573

Page 166


Total Cash Index Options Contract Volume by Exchange

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983

CBOE 320,077,105 270,006,239 222,781,717 259,496,193 230,517,843 157,575,349 115,657,828 85,420,267 69,675,859 64,003,053 52,306,915 46,711,119 57,828,717 68,838,008 71,136,728 85,394,046 101,427,897 114,743,082 81,573,576 76,442,064 76,384,506 80,944,668 64,645,248 62,250,400 108,352,440 114,834,854 90,822,067 64,356,841 10,662,498

CBOE HOLDINGS, INC.

C2 316,286

AMEX 2,592,549 1,940,116 3,483,300 7,428,496 13,804,541 10,050,680 8,678,564 7,290,157 4,272,865 2,606,890 1,161,485 15,694,467 2,840,913 3,329,392 4,181,554 4,509,450 3,505,041 3,694,414 4,493,235 6,247,120 5,976,142 6,617,870 8,282,314 7,548,749 18,192,811 18,274,774 12,437,897 7,006,035 2,693,153

PHLX 5,523,693 3,264,495 3,768,015 5,547,813 6,719,120 7,589,744 6,211,858 5,275,701 3,221,784 3,602,611 4,517,137 3,862,126 3,189,587 3,139,347 2,776,578 2,459,867 2,799,964 2,549,514 1,153,714 354,005 433,686 218,659 151,117 156,597 498,756 1,398,800 2,321,006 127,049 6,278

NYSE ARCA 1,291,387 1,012,594 403,388 745,206 295,980

ISE 8,075,975 11,415,450 13,259,920 17,850,871 15,719,177 8,212,419 4,464,570 83,358 10,833

7,978 30,269 40,718 79,811 42,560 52,163 68,260 161,432 69,695 71,577 130,313 226,047 280,393 459,081 134,189 92,646 174,585

BOX 107,691 185,312 449,064 1,097,558 847,448 48,859

NSDQ 158,848 78,564

NYSE

8,054 24,519 25,425 31,535 42,781 134,197 158,761 271,077 592,760 724,889 2,193,121 3,773,630 4,263,262 4,093,816 656,480

Page 167

MSE

45,239 107,453

NASD

Total 338,143,534 287,902,770 244,145,404 292,166,137 267,904,109 183,477,051 135,012,820 98,069,483 77,181,341 70,212,554 57,985,537 67,296,274 63,889,486 75,347,465 78,182,725 92,430,442 107,810,490 121,086,805 87,424,738 83,247,081 83,024,672 88,182,587 73,897,486 70,961,028 129,696,209 138,461,486 110,044,331 75,758,326 14,018,409

CBOE C2 % Share of % Share of Total Volume Total Volume 94.7% 0.09% 93.8% 91.2% 88.8% 86.0% 85.9% 85.7% 87.1% 90.3% 91.2% 90.2% 70.9% 90.5% 91.4% 91.0% 92.4% 94.1% 94.8% 93.3% 91.8% 92.0% 91.8% 87.5% 87.7% 83.5% 82.9% 82.5% 85.0% 76.1%


HISTORICAL TRADING ACTIVITY -- EXCHANGE TRADED FUNDS OPTIONS CBOE Total Exchange Traded Funds Option Contract Volume

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998

Trading Days 252 252 252 253 251 251 252 252 252 252 248 252 252 252

Total 335,080,378 274,202,116 277,266,218 329,830,388 212,979,241 126,481,092 76,878,867 51,259,036 41,146,233 30,362,691 21,767,252 334,664 1,626,247 555,920

Contract Volume Call 130,820,791 110,863,810 126,947,673 135,060,285 71,488,270 46,212,098 28,982,957 19,541,822 16,260,153 15,443,494 12,283,355 135,463 998,372 286,088

Put 204,259,587 163,338,306 150,318,545 194,770,103 141,490,971 80,268,994 47,895,910 31,717,214 24,886,080 14,919,197 9,483,897 199,201 627,875 269,832

Average Daily Total 1,329,684 1,088,104 1,100,263 1,303,677 848,523 503,909 305,075 203,409 163,279 120,487 87,771 1,328 6,453 2,206

CBOE Total Exchange Traded Funds Option Open Interest and Dollar Volume

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998

Open Interest in Contracts Total Call Put 73,709,308 32,617,477 41,091,831 68,155,598 27,175,619 40,979,979 63,055,908 26,367,529 36,688,379 44,592,588 23,046,877 21,545,711 44,734,494 17,271,946 27,462,548 24,856,225 9,995,242 14,860,983 18,671,621 8,156,535 10,515,086 15,242,315 6,755,291 8,487,024 11,424,097 5,242,133 6,181,964 7,003,546 3,988,551 3,014,995 3,937,181 2,216,872 1,720,309 Not Avail. Not Avail. Not Avail. 62,389 38,875 23,514 315,172 194,662 120,510

Total $59,416,621,035 $44,994,167,767 $53,140,576,050 $94,904,833,968 $65,495,216,394 $31,663,112,146 $17,068,179,470 $9,975,678,503 $7,796,111,861 $7,030,229,899 $9,409,364,631 $256,879,849 $982,530,939 $221,140,301

Dollar Volume Call $23,795,672,415 $19,285,911,196 $26,058,058,254 $38,731,420,497 $22,434,518,358 $11,676,158,660 $6,520,748,060 $3,800,395,761 $3,223,917,031 $2,907,290,874 $6,304,152,792 $81,629,080 $704,384,064 $128,220,851

Put $35,620,948,620 $25,708,256,571 $27,082,517,796 $56,173,413,471 $43,060,698,036 $19,986,953,486 $10,547,431,410 $6,175,282,742 $4,572,194,830 $4,122,939,025 $3,105,211,839 $175,250,770 $278,146,875 $92,919,450

CBOE Total Exchange Traded Funds Option Average Premium Per Contract and Average Contracts Per Trade

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998

Average Premium Per Contract Total Call $177 $182 $164 $174 $192 $205 $288 $287 $308 $314 $250 $253 $222 $225 $195 $194 $189 $198 $232 $188 $432 $513 $768 $603 $604 $706 $398 $448

CBOE HOLDINGS, INC.

Put $174 $157 $180 $288 $304 $249 $220 $195 $184 $276 $327 $880 $443 $344

Average Contracts Per Trade Total Call 31.6 24.0 32.9 25.0 31.7 26.2 17.1 17.1 16.8 16.7 15.3 15.2 16.4 16.3 17.5 17.5 18.1 14.7 16.1 14.6 10.7 7.2 12.4 10.4 10.4 9.5 11.1 9.8

Put 39.5 41.8 38.6 17.1 16.8 15.3 16.4 17.5 21.3 18.1 28.2 14.2 12.1 13.0

Page 168


QQQQ (PowerShares QQQ) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001

Trading Days 252 252 252 253 251 251 252 252 252 252 227

Total 31,437,548 33,286,485 45,998,373 61,210,641 43,215,491 31,693,928 26,337,846 32,628,165 28,081,944 24,052,423 20,314,749

Contract Volume Call 11,864,209 12,459,089 19,561,455 26,557,385 16,096,941 13,256,831 10,875,082 11,744,724 10,482,751 12,856,006 11,575,444

Put 19,573,339 20,827,396 26,436,918 34,653,256 27,118,550 18,437,097 15,462,764 20,883,441 17,599,193 11,196,417 8,739,305

Average Daily Volume 124,752 132,089 182,533 241,939 172,173 126,271 104,515 129,477 111,436 95,446 89,492

Open Interest 3,743,921 4,613,054 6,586,416 5,381,507 9,363,652 7,178,209 7,408,518 11,464,244 9,265,454 6,173,550 3,752,838

Put 1,112,174 1,846,349 2,342,267 5,256,845 4,598,080 4,634,490 4,696,026 4,439,445 5,349,806 2,901,874

Average Daily Volume 8,213 14,192 18,675 41,167 31,733 32,828 36,217 33,940 37,185 28,663

Open Interest 764,527 807,813 1,004,117 1,526,245 1,936,108 1,456,360 1,356,706 722,145 730,409 274,702

Put 99,031,148 63,089,898 52,717,152 59,182,743 33,740,115 14,086,862 10,354,040

Average Daily Volume 579,683 371,904 343,151 383,009 195,997 96,152 65,568

Open Interest 17,581,501 13,980,695 11,445,734 9,170,845 10,860,572 3,337,644 2,537,394

Average Daily Volume 137,474 115,226 114,216 287,298 301,998 178,907 64,381 19,597 2,708 317

Open Interest 3,769,470 5,106,353 5,437,267 5,014,396 7,995,692 5,781,534 2,783,376 705,572 208,341 47,019

DIA (DIAMONDS) Options Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002

Trading Days 252 252 252 253 251 251 252 252 252 157

Total 2,069,702 3,576,433 4,706,166 10,415,316 7,965,019 8,239,891 9,126,654 8,552,875 9,370,722 4,500,093

Contract Volume Call 957,528 1,730,084 2,363,899 5,158,471 3,366,939 3,605,401 4,430,628 4,113,430 4,020,916 1,598,219

SPY (S&P Depositary Receipts) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005

Trading Days 252 252 252 253 251 251 247

Total 146,080,174 93,719,864 86,473,960 96,901,151 49,195,190 24,134,052 16,195,307

Contract Volume Call 47,049,026 30,629,966 33,756,808 37,718,408 15,455,075 10,047,190 5,841,267

IWM (iShares Russell 2000 Index Fund) Contract Volume and Open Interest

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002

Trading Days 252 252 252 253 251 251 252 252 252 6

CBOE HOLDINGS, INC.

Total 34,643,559 29,036,898 28,782,379 72,686,444 75,801,621 44,905,725 16,223,925 4,938,465 682,474 1,904

Contract Volume Call 8,602,669 7,503,085 10,295,187 23,145,230 22,073,140 12,329,959 4,538,810 1,051,638 143,326 1,176

Put 26,040,890 21,533,813 18,487,192 49,541,214 53,728,481 32,575,766 11,685,115 3,886,827 539,148 728

Page 169


C2 Total Exchange Traded Funds Option Contract Volume

Year 2011 2010

Trading Days 252 44

Total 33,270,441 2,027,706

Contract Volume Call 13,754,544 840,283

Put 19,515,897 1,187,423

Average Daily Total 132,026 46,084

C2 Total Exchange Traded Funds Option Open Interest and Dollar Volume

Year 2011 2010

Open Interest in Contracts Total Call Put 70,027,477 30,530,147 39,497,330 64,426,227 25,281,638 39,144,589

Total $4,497,088,651 $217,333,062

Dollar Volume Call $1,995,468,229 $102,662,794

Put $2,501,620,422 $114,670,268

C2 Total Exchange Traded Funds Option Average Premium Per Contract and Average Contracts Per Trade

Year 2011 2010


Put $128 $97

Average Contracts Per Trade Total Call 24.6 21.0 20.0 17.7

Put 28.0 22.0

QQQQ (PowerShares QQQ) Contract Volume and Open Interest

Year 2011 2010

Trading Days 252 44

Total 2,641,062 332,298


Put 1,600,301 191,297


Open Interest 3,743,921 4,613,054


899 342

Open Interest 764,527 807,813


Open Interest 17,581,501 13,980,695


Open Interest 3,769,470 5,106,353

DIA (DIAMONDS) Options Contract Volume and Open Interest

Year 2011 2010

Trading Days 252 44

Total 226,641 15,046

Contract Volume Call 106,728 5,606

Put 119,913 9,440

SPY (S&P Depositary Receipts) Contract Volume and Open Interest

Year 2011 2010

Trading Days 252 44

Total 19,381,732 928,599


Put 12,021,972 566,840

IWM (iShares Russell 2000 Index Fund) Contract Volume and Open Interest

Year 2011 2010

Trading Days 252 44

CBOE HOLDINGS, INC.

Total 2,622,456 290,206

Contract Volume Call 863,048 82,568

Put 1,759,408 207,638

Page 170


Total Exchange Traded Funds Options Contract Volume by Exchange

Year 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000

CBOE 335,080,378 274,202,116 277,266,218 329,830,388 212,979,241 126,481,092 76,878,867 51,259,036 41,146,233 30,362,691 21,767,252 1,020,584

CBOE HOLDINGS, INC.

C2 33,270,441 2,027,706

AMEX 259,501,665 152,003,638 78,016,892 82,111,402 67,710,562 45,142,347 38,150,097 35,089,619 33,639,852 38,250,334 36,566,669 11,816,747

PHLX 387,486,509 294,769,596 175,230,523 129,630,580 69,827,027 33,614,672 17,363,186 20,529,525 20,162,085 6,977,732 3,919,462 167,803

NYSE ARCA 216,545,353 182,333,857 149,048,529 150,050,779 76,202,359 28,073,577 17,213,077 14,374,597 15,052,594 14,063,428 7,339,485 275,567

ISE 339,362,822 263,853,908 274,844,231 300,545,759 185,482,087 99,564,422 60,308,533 38,063,902 19,165,896 12,067,494 6,188,158

Page 171

BOX 47,615,460 23,404,418 62,411,236 77,898,352 33,475,202 16,861,584 16,883,720 4,284,223

NSDQ 87,149,551 52,593,549 51,240,201 18,089,887

BATS 59,830,946 9,948,200

Total 1,765,843,125 1,255,136,988 1,068,057,830 1,088,157,147 645,676,478 349,737,694 226,797,480 163,600,902 129,166,660 101,721,679 75,781,026 13,280,701

CBOE % Share of Total Volume 19.0% 21.8% 26.0% 30.3% 33.0% 36.2% 33.9% 31.3% 31.9% 29.8% 28.7% 7.7%

C2 % Share of Total Volume 1.9% 0.2%


HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS Total Interest Rate Options Contract Volume Trading Contract Volume Year Days Total Call 2011 252 9 9 2010 252 2,417 2,193 2009 252 5,797 5,606 2008 253 3,523 1,912 2007 251 10,079 7,591 2006 251 21,330 11,002 2005 252 65,626 36,839 2004 252 90,608 56,267 2003 252 90,438 60,531 2002 252 43,232 23,045 2001 248 39,591 16,828 2000 252 42,100 15,781 1999 251 42,556 19,527 1998 251 76,760 44,129 1997 250 75,517 38,220 1996 252 94,252 50,636 1995 250 65,102 39,121 1994 250 216,592 108,200 1993 251 64,561 32,795 1992 251 57,305 31,987 1991 251 50,035 26,769 1990 251 61,839 27,025 1989 131 72,718 38,455 Total Interest Rate Options Open Interest and Dollar Volume Open Interest in Contracts Month Total Call Put 2011 0 0 0 2010 49 48 1 2009 132 81 51 2008 666 562 104 2007 4,741 4,376 365 2006 2,381 1,460 921 2005 7,782 4,242 3,540 2004 18,238 13,863 4,375 2003 10,220 5,612 4,608 2002 8,953 4,593 4,360 2001 6,378 2,639 3,739 2000 2,783 627 2,156 1999 6,395 1,632 4,763 1998 4,436 2,907 1,529 1997 8,982 5,182 3,800 1996 6,434 3,002 3,432 1995 6,831 3,281 3,550 1994 21,494 11,554 9,940 1993 3,443 1,435 1,998 1992 2,736 1,688 1,048 1991 4,867 3,682 1,185 1990 4,205 2,652 1,553 1989 4,706 3,150 1,556

CBOE HOLDINGS, INC.

Page 172

Put

0 224 191 1,611 2,488 10,328 28,787 34,341 29,907 20,187 22,763 26,768 23,029 32,631 37,297 43,616 25,981 108,392 31,766 25,318 23,266 34,814 34,263

Total $990 $1,152,595 $3,128,115 $1,312,650 $1,900,451 $4,272,965 $13,968,215 $22,351,070 $25,275,575 $9,732,610 $10,195,678 $13,444,561 $8,041,082 $14,183,792 $15,966,935 $20,239,126 $11,013,182 $39,757,169 $11,223,338 $7,097,001 $7,347,106 $10,778,046 $12,125,585


0 10 23 14 40 85 260 360 357 172 160 167 170 306 302 374 260 866 257 228 199 246 555

Dollar Volume Call $990 $1,067,315 $3,072,740 $575,335 $1,345,151 $2,679,090 $7,655,850 $17,224,745 $17,545,615 $5,470,335 $3,719,173 $3,085,375 $3,975,530 $5,809,911 $6,856,851 $10,938,500 $5,705,651 $23,835,743 $5,365,199 $3,562,920 $3,075,106 $4,956,810 $5,500,884

Put

$0 $85,280 $55,375 $737,315 $555,300 $1,593,875 $6,312,365 $5,126,325 $7,729,960 $4,262,275 $6,476,505 $10,359,186 $4,065,552 $8,373,881 $9,110,084 $9,400,626 $5,307,531 $15,921,426 $5,858,139 $3,534,081 $4,271,233 $5,821,236 $6,624,701


Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Average Premium Per Contract Average Contracts Per Trade Year Total Call Put Total Call Put 2011 $110 $110 $0 2.3 2.3 0.0 2010 $477 $487 $381 25.2 28.9 11.2 2009 $540 $548 $290 6.1 6.1 8.7 2008 $373 $301 $458 15.5 15.2 15.8 2007 $189 $177 $223 26.2 32.6 16.5 2006 $200 $244 $154 13.3 11.0 17.0 2005 $213 $208 $219 11.4 8.4 20.8 2004 $247 $306 $149 9.4 7.8 14.4 2003 $279 $290 $258 9.7 9.1 11.1 2002 $225 $237 $211 13.1 11.4 15.9 2001 $258 $221 $285 12.4 12.2 12.6 2000 $314 $196 $387 21.9 12.9 36.2 1999 $189 $204 $177 16.6 16.0 17.0 1998 $185 $132 $257 25.3 26.6 23.8 1997 $211 $179 $244 24.9 21.1 30.3 1996 $216 $216 $216 18.9 18.1 19.9 1995 $169 $146 $204 17.2 15.5 20.6 1994 $183 $220 $147 26.5 24.2 29.3 1993 $174 $164 $184 24.0 20.6 28.9 1992 $124 $111 $140 23.5 26.0 20.9 1991 $147 $115 $184 14.1 17.1 11.7 1990 $174 $183 $167 17.1 17.9 16.5 1989 $167 $143 $193 14.3 15.9 12.8

CBOE HOLDINGS, INC.

Page 173


HISTORICAL TRADING ACTIVITY - CREDIT DEFAULT BASKET OPTIONS

Total Single-Name CEBOs Contract Volume, Dollar Volume and Transactions Year 2011 2010 2009 2008 2007

Trading Days 252 252 252 253 136

Total 122 0 0 10 46

Contract Volume Call 122 0 0 10 46

Put 0 0 0 0 0

Average Daily Volume 0 0 0 0 0

Open Interest 108 0 0 0 0

Total Basket CEBOs Contract Volume, Dollar Volume and Transactions Year 2011 2010 2009 2008 2007

Trading Days 252 252 252 253 87

CBOE HOLDINGS, INC.

Total 0 0 0 0 2

Contract Volume Call 0 0 0 0 2

Put 0 0 0 0 0

Average Daily Volume 0 0 0 0 0

Page 174

Open Interest 0 0 0 0 0


CFE TRADING ACTIVITY - 2011 (Includes Futures and Options on Futures) Total CFE Trading Summary

No. of Contracts Average Daily Volume Open Interest Transactions


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Total 12,044,691 47,796 125,961 5,328,790 Contract Volume Total 779,557 790,121 1,066,368 836,892 994,608 1,223,534 1,170,656 1,828,152 984,558 898,808 822,891 648,546 12,044,691


Open Interest Total 165,722 161,226 184,555 211,913 242,508 220,078 217,740 166,301 148,252 140,666 143,825 125,961 --

Total CFE Futures and Option Futures Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Average Contracts Per Trade Total 2.9 2.7 2.4 2.8 2.7 2.5 2.5 2.1 1.9 1.8 1.8 1.9 2.3

Page 175

Transactions Total 273,360 295,087 440,265 300,197 367,696 489,238 460,847 891,100 521,025 490,129 453,435 346,411 5,328,790


Total CFE Futures and Option Futures Contract Volume


CBOE HOLDINGS, INC.

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Total Futures Volume 779,557 790,121 1,066,368 836,892 994,608 1,223,534 1,170,656 1,828,152 984,558 898,808 822,891 648,546 12,044,691

Page 176

Futures Option Futures Volume Volume 779,493 64 790,006 115 1,066,327 41 836,749 143 994,559 49 1,223,240 294 1,169,650 1,006 1,826,876 1,276 983,349 1,209 898,409 399 822,876 15 648,540 6 12,040,074 4,617


CFE FUTURES TRADING ACTIVITY - 2011


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Contract Volume Total 779,493 790,006 1,066,327 836,749 994,559 1,223,240 1,169,650 1,826,876 983,349 898,409 822,876 648,540 12,040,074



Total CFE Futures Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252



Page 177


VIX (CBOE Volatility Index Futures) Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Contract Volume Total 778,766 789,295 1,065,374 836,110 993,990 1,222,577 1,169,064 1,825,867 982,628 897,666 822,121 648,070 12,031,528



VIX (CBOE Volatility Index Futures) Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252



Page 178


VM (CBOE Mini-VIX Futures) Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Contract Volume Total

727 709 951 551 532 651 574 1,006 721 743 755 468 8,388

Average Daily Total 36 37 41 28 25 30 29 44 34 35 36 22 33

Open Interest Total 226 140 189 159 115 113 138 114 215 89 90 68 --

VM (CBOE Mini-VIX Futures) Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252


Transactions Total 375 364 539 345 313 314 348 594 470 404 390 261 4,717

Page 179


VTI (CBOE S&P 500 Three-Month Variance Futures) Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Contract Volume Total 0 2 2 0 0 8 12 3 0 0 0 2 29

Average Daily Total 0 0 0 0 0 0 1 0 0 0 0 0 0


VTI (CBOE S&P 500 Three-Month Variance Futures) Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252


Transactions Total 0 2 2 0 0 8 3 1 0 0 0 2 18

Page 180


GVZ (CBOE Gold ETF Volatility Index Futures) Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252


Average Daily Total

Open Interest Total

0 88 37 4 0 0 0 0 0 0 129

0 4 2 0 0 0 0 0 0 0 1

0 39 26 5 0 0 0 0 0 0 --

GVZ (CBOE Gold ETF Volatility Index Futures) Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252

Average Contracts Per Trade Total

Transactions Total

0.0 1.7 4.1 1.0 0.0 0.0 0.0 0.0 0.0 0.0 2.0

0 52 9 4 0 0 0 0 0 0 65

Page 181


CFE OPTIONS ON FUTURES TRADING ACTIVITY - 2011 VOW (CBOE Volatility Index Options on Futures) Contract Volume


Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252


64 115 41 143 49 294 1,006 1,276 1,209 399 15 6 4,617

Average Daily Total

3 6 2 7 2 13 50 55 58 19 1 0 18


VOW (CBOE Volatility Index Options on Futures) Average Contracts Per Trade and Transactions


CBOE HOLDINGS, INC.

Trading Days 20 19 23 20 21 22 20 23 21 21 21 21 252


Page 182

Transactions Total 34 55 29 27 24 14 70 49 28 31 13 5 379


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